+126.6%
FFIV vs STLA
+21.0%
+105.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -2.1% | -6.4% | +4.3% | -0.8% |
| 30D | -33.8% | -1.3% | -32.4% | -34.2% |
| 3M | -20.6% | -19.9% | -0.7% | -17.6% |
| 6M | -10.2% | -42.9% | +32.6% | +0.4% |
| YTD | +24.5% | -59.4% | +83.9% | +48.9% |
| 1Y | +29.3% | -56.8% | +86.1% | +51.6% |
| 3Y | +103.8% | -73.1% | +176.9% | +160.4% |
| 5Y | +40.9% | -70.1% | +110.9% | +69.0% |
| 10Y | +126.6% | +19.8% | +106.8% | +103.9% |
| All | +126.6% | +21.0% | +105.6% | +103.9% |
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