+46.2%
FE vs STLA
-71.4%
+117.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.1% |
| 7D | -0.5% | -4.9% | +4.4% | -0.2% |
| 30D | +4.3% | -4.9% | +9.2% | +4.5% |
| 3M | +0.4% | -23.7% | +24.0% | +1.8% |
| 6M | +6.9% | -45.0% | +51.9% | +10.4% |
| YTD | +8.0% | -60.9% | +68.9% | +13.5% |
| 1Y | +4.8% | -58.9% | +63.7% | +9.7% |
| 3Y | +49.0% | -74.4% | +123.4% | +60.9% |
| 5Y | +46.2% | -71.5% | +117.7% | +53.7% |
| All | +46.2% | -71.4% | +117.6% | +53.7% |
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