-64.0%
STLA vs FLR
+8.4%
-72.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -13.8% | +5.4% | -19.1% | -14.3% |
| 30D | -10.5% | +2.8% | -13.4% | -10.9% |
| 3M | -28.9% | -6.4% | -22.5% | -28.3% |
| 6M | -49.7% | +8.8% | -58.5% | -50.4% |
| YTD | -64.9% | +23.6% | -88.5% | -67.8% |
| 1Y | -64.0% | +13.8% | -77.8% | -65.7% |
| All | -64.0% | +8.4% | -72.4% | -65.7% |
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 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