-74.4%
STLA vs FLR
+47.2%
-121.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -4.9% | +5.1% | -10.0% | -6.1% |
| 30D | -4.9% | -0.5% | -4.4% | -5.0% |
| 3M | -23.7% | -3.5% | -20.2% | -23.3% |
| 6M | -45.0% | +16.5% | -61.4% | -47.9% |
| YTD | -60.9% | +27.3% | -88.2% | -64.8% |
| 1Y | -58.9% | +10.6% | -69.5% | -61.4% |
| 3Y | -74.4% | +39.4% | -113.8% | -79.9% |
| All | -74.4% | +47.2% | -121.6% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling