+181.9%
FANG vs STLA
+55.1%
+126.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.1% |
| 7D | +2.9% | -2.9% | +5.8% | +4.0% |
| 30D | +2.6% | +0.9% | +1.7% | +1.7% |
| 3M | +7.6% | -21.6% | +29.2% | +16.7% |
| 6M | +17.3% | -21.6% | +38.9% | +24.2% |
| YTD | +38.7% | -50.4% | +89.1% | +73.3% |
| 1Y | +51.6% | -43.6% | +95.2% | +75.7% |
| 3Y | +50.0% | -66.4% | +116.4% | +104.1% |
| 5Y | +237.6% | -62.3% | +299.9% | +311.7% |
| All | +181.9% | +55.1% | +126.8% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling