+167.2%
FE vs STLA
+189.9%
-22.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.0% | -4.5% | +3.5% | -0.7% |
| 30D | +4.1% | -3.9% | +8.1% | +4.4% |
| 3M | -1.0% | -20.2% | +19.2% | +0.5% |
| 6M | +4.0% | -42.2% | +46.2% | +8.2% |
| YTD | +6.8% | -59.3% | +66.1% | +13.8% |
| 1Y | +5.3% | -56.1% | +61.3% | +11.3% |
| 3Y | +44.6% | -73.7% | +118.2% | +57.5% |
| 5Y | +44.2% | -70.3% | +114.5% | +53.4% |
| 10Y | +107.3% | +23.1% | +84.2% | +94.3% |
| All | +167.2% | +189.9% | -22.7% | +136.8% |
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