+50.3%
FANG vs STLA
-66.9%
+117.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.2% | -3.8% | +5.0% | +1.7% |
| 30D | +2.4% | -3.1% | +5.5% | +2.7% |
| 3M | +5.1% | -19.6% | +24.7% | +8.1% |
| 6M | +16.4% | -23.5% | +39.9% | +19.2% |
| YTD | +39.0% | -51.5% | +90.5% | +55.7% |
| 1Y | +50.6% | -39.7% | +90.3% | +57.6% |
| All | +50.3% | -66.9% | +117.2% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling