+31.6%
FAST vs STLA
-53.0%
+84.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.3% |
| 7D | +3.4% | -0.6% | +4.1% | +3.5% |
| 30D | +5.5% | +3.6% | +1.9% | +5.0% |
| 3M | +7.6% | -20.6% | +28.2% | +10.4% |
| 6M | +19.8% | -34.3% | +54.1% | +25.6% |
| YTD | +35.5% | -57.3% | +92.8% | +50.0% |
| 1Y | +31.6% | -52.6% | +84.3% | +41.3% |
| All | +31.6% | -53.0% | +84.6% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling