-62.1%
STLA vs FLR
+248.0%
-310.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | +0.7% | +0.7% | +0.1% | +0.6% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | -23.9% | +14.3% | -38.2% | -27.3% |
| 6M | -24.6% | +25.6% | -50.2% | -30.5% |
| YTD | -50.5% | +42.9% | -93.4% | -56.4% |
| 1Y | -39.8% | +38.7% | -78.6% | -46.8% |
| 3Y | -65.6% | +61.8% | -127.4% | -72.7% |
| 5Y | -62.1% | +254.1% | -316.2% | -76.1% |
| All | -62.1% | +248.0% | -310.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling