+122.5%
FE vs STLA
+4.2%
+118.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | -0.5% | -4.9% | +4.4% | 0.0% |
| 30D | +4.3% | -4.9% | +9.2% | +4.7% |
| 3M | +0.4% | -23.7% | +24.0% | +3.0% |
| 6M | +6.9% | -45.0% | +51.9% | +13.6% |
| YTD | +8.0% | -60.9% | +68.9% | +18.4% |
| 1Y | +4.8% | -58.9% | +63.7% | +14.0% |
| 3Y | +49.0% | -74.4% | +123.4% | +69.0% |
| 5Y | +46.2% | -71.5% | +117.7% | +59.8% |
| All | +122.5% | +4.2% | +118.3% | +105.2% |
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