+107.2%
FAST vs STLA
-62.4%
+169.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -0.4% | +2.6% | -2.9% | -0.8% |
| 30D | -0.8% | -1.2% | +0.5% | -0.7% |
| 3M | +5.8% | -24.8% | +30.5% | +10.9% |
| 6M | +8.0% | -25.6% | +33.6% | +13.1% |
| YTD | +25.6% | -48.9% | +74.6% | +40.0% |
| 1Y | +0.8% | -38.8% | +39.6% | +7.3% |
| 3Y | +86.1% | -64.5% | +150.6% | +114.0% |
| All | +107.2% | -62.4% | +169.5% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling