+47.6%
STLA vs FLR
+18.3%
+29.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -3.8% | -6.9% | +3.0% | -2.4% |
| 30D | -3.1% | +1.1% | -4.3% | -3.4% |
| 3M | -19.6% | +14.3% | -34.0% | -22.6% |
| 6M | -23.5% | +19.1% | -42.6% | -27.4% |
| YTD | -51.5% | +35.1% | -86.6% | -55.5% |
| 1Y | -39.7% | +29.5% | -69.1% | -44.2% |
| 3Y | -66.3% | +53.0% | -119.3% | -70.8% |
| 5Y | -63.1% | +238.9% | -302.1% | -73.2% |
| All | +47.6% | +18.3% | +29.3% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling