+171.0%
FE vs STLA
+190.5%
-19.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.2% |
| 7D | +0.6% | -5.5% | +6.1% | +1.0% |
| 30D | +6.4% | -3.7% | +10.1% | +6.6% |
| 3M | -0.5% | -21.1% | +20.7% | +1.2% |
| 6M | +4.7% | -38.3% | +43.1% | +8.4% |
| YTD | +8.4% | -59.2% | +67.6% | +15.5% |
| 1Y | +7.2% | -56.7% | +63.9% | +13.5% |
| 3Y | +44.9% | -74.3% | +119.2% | +58.3% |
| 5Y | +46.3% | -70.2% | +116.5% | +55.6% |
| 10Y | +110.3% | +23.4% | +86.9% | +97.1% |
| All | +171.0% | +190.5% | -19.5% | +140.2% |
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 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