+105.3%
FAST vs STLA
-70.1%
+175.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | -4.5% | +6.6% | +2.8% |
| 30D | +6.9% | -3.9% | +10.8% | +7.3% |
| 3M | +4.8% | -20.2% | +25.0% | +8.4% |
| 6M | +19.8% | -42.2% | +61.9% | +30.8% |
| YTD | +34.9% | -59.3% | +94.2% | +55.6% |
| 1Y | +32.8% | -56.1% | +88.8% | +50.6% |
| 3Y | +93.7% | -73.7% | +167.4% | +135.8% |
| All | +105.3% | -70.1% | +175.4% | +130.8% |
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