+168.9%
STLA vs FLR
+33.8%
+135.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -11.6% | +6.3% | -17.9% | -12.9% |
| 30D | -6.2% | +1.8% | -8.0% | -6.8% |
| 3M | -24.6% | -4.4% | -20.2% | -24.1% |
| 6M | -44.9% | +15.9% | -60.8% | -47.4% |
| YTD | -62.3% | +27.7% | -90.0% | -65.2% |
| 1Y | -61.8% | +11.6% | -73.4% | -63.7% |
| 3Y | -75.3% | +39.9% | -115.2% | -78.5% |
| 5Y | -72.5% | +127.5% | -200.0% | -79.0% |
| 10Y | +0.8% | +11.6% | -10.8% | -14.4% |
| All | +168.9% | +33.8% | +135.1% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling