+109.3%
FAST vs STLA
-70.4%
+179.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +3.8% | -6.4% | +10.2% | +5.0% |
| 30D | +8.1% | -1.3% | +9.4% | +8.1% |
| 3M | +5.8% | -19.9% | +25.7% | +9.4% |
| 6M | +24.9% | -42.9% | +67.7% | +36.7% |
| YTD | +38.9% | -59.4% | +98.3% | +60.3% |
| 1Y | +36.5% | -56.8% | +93.3% | +55.3% |
| 3Y | +98.1% | -73.1% | +171.2% | +139.7% |
| 5Y | +109.3% | -70.1% | +179.4% | +134.8% |
| All | +109.3% | -70.4% | +179.7% | +134.8% |
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