+1,422.9%
FANG vs STLA
+168.5%
+1,254.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +2.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | +2.4% | -5.2% | +7.6% | +3.7% |
| 3M | +4.9% | -24.9% | +29.8% | +13.4% |
| 6M | +12.0% | -25.2% | +37.2% | +19.3% |
| YTD | +37.1% | -51.4% | +88.5% | +65.5% |
| 1Y | +52.3% | -40.7% | +93.0% | +68.7% |
| 3Y | +45.0% | -66.3% | +111.2% | +86.2% |
| 5Y | +231.0% | -63.2% | +294.2% | +298.6% |
| 10Y | +177.5% | +48.7% | +128.7% | +138.0% |
| All | +1,422.9% | +168.5% | +1,254.4% | +1,117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling