-60.4%
STLA vs FLR
+12.3%
-72.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -4.9% | +5.1% | -10.0% | -5.5% |
| 30D | -4.9% | -0.5% | -4.4% | -4.9% |
| 3M | -23.7% | -3.5% | -20.2% | -23.4% |
| 6M | -45.0% | +16.5% | -61.4% | -46.0% |
| YTD | -60.9% | +27.3% | -88.2% | -64.0% |
| All | -60.4% | +12.3% | -72.7% | -61.3% |
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