+104.2%
FE vs STLA
+18.3%
+85.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | 0.0% | -4.5% | +4.5% | +0.4% |
| 30D | +5.2% | -3.9% | +9.1% | +5.5% |
| 3M | 0.0% | -20.2% | +20.2% | +2.0% |
| 6M | +5.0% | -42.2% | +47.2% | +10.7% |
| YTD | +7.9% | -59.3% | +67.2% | +17.5% |
| 1Y | +6.3% | -56.1% | +62.4% | +14.5% |
| 3Y | +46.0% | -73.7% | +119.7% | +64.7% |
| 5Y | +45.6% | -70.3% | +115.9% | +58.1% |
| All | +104.2% | +18.3% | +85.9% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling