-38.8%
STLA vs FLR
+31.2%
-70.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +2.6% | +5.4% | -2.8% | +1.9% |
| 30D | -1.2% | +11.4% | -12.6% | -2.9% |
| 3M | -24.8% | +11.4% | -36.2% | -26.3% |
| 6M | -25.6% | +16.6% | -42.2% | -28.6% |
| YTD | -48.9% | +41.7% | -90.7% | -54.4% |
| 1Y | -38.8% | +35.4% | -74.2% | -44.8% |
| All | -38.8% | +31.2% | -70.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling