+1,206.7%
FAST vs STLA
+190.5%
+1,016.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.1% |
| 7D | +0.7% | -5.5% | +6.2% | +1.5% |
| 30D | +4.6% | -3.7% | +8.3% | +5.0% |
| 3M | +6.4% | -21.1% | +27.5% | +9.8% |
| 6M | +20.6% | -38.3% | +58.9% | +29.1% |
| YTD | +34.7% | -59.2% | +93.9% | +52.6% |
| 1Y | +29.7% | -56.7% | +86.3% | +45.3% |
| 3Y | +89.9% | -74.3% | +164.3% | +125.5% |
| 5Y | +105.0% | -70.2% | +175.2% | +133.0% |
| 10Y | +594.2% | +23.4% | +570.8% | +537.9% |
| All | +1,206.7% | +190.5% | +1,016.2% | +1,045.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling