+93.7%
FAST vs STLA
-74.0%
+167.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | -4.5% | +6.6% | +2.6% |
| 30D | +6.9% | -3.9% | +10.8% | +7.2% |
| 3M | +4.8% | -20.2% | +25.0% | +7.5% |
| 6M | +19.8% | -42.2% | +61.9% | +27.8% |
| YTD | +34.9% | -59.3% | +94.2% | +49.6% |
| 1Y | +32.8% | -56.1% | +88.8% | +45.5% |
| 3Y | +93.7% | -73.7% | +167.4% | +118.9% |
| All | +93.7% | -74.0% | +167.8% | +118.9% |
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