+169.1%
FE vs STLA
+263.8%
-94.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | +1.9% | +2.6% | -0.6% | +1.7% |
| 30D | -1.2% | -1.2% | +0.1% | -1.1% |
| 3M | +3.5% | -24.8% | +28.3% | +5.7% |
| 6M | -6.1% | -25.6% | +19.5% | -4.2% |
| YTD | +7.6% | -48.9% | +56.6% | +12.8% |
| 1Y | +11.9% | -38.8% | +50.7% | +15.0% |
| 3Y | +48.4% | -64.5% | +113.0% | +58.0% |
| 5Y | +44.8% | -62.4% | +107.2% | +51.3% |
| 10Y | +115.9% | +55.4% | +60.5% | +99.0% |
| All | +169.1% | +263.8% | -94.7% | +134.7% |
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 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