+263.8%
STLA vs FLR
+48.5%
+215.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | +2.6% | +5.4% | -2.8% | +1.4% |
| 30D | -1.2% | +11.4% | -12.6% | -4.1% |
| 3M | -24.8% | +11.4% | -36.2% | -27.3% |
| 6M | -25.6% | +16.6% | -42.2% | -29.3% |
| YTD | -48.9% | +41.7% | -90.7% | -53.9% |
| 1Y | -38.8% | +35.4% | -74.2% | -44.3% |
| 3Y | -64.5% | +57.3% | -121.8% | -69.9% |
| 5Y | -62.4% | +241.0% | -303.4% | -73.7% |
| 10Y | +55.4% | +16.6% | +38.7% | +31.1% |
| All | +263.8% | +48.5% | +215.3% | +218.6% |
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