+126.7%
FFIV vs STLA
+0.5%
+126.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.6% |
| 7D | -2.9% | -11.6% | +8.7% | -0.3% |
| 30D | -32.4% | -6.2% | -26.3% | -32.2% |
| 3M | -22.7% | -24.6% | +1.9% | -18.8% |
| 6M | -10.7% | -44.9% | +34.2% | +0.6% |
| YTD | +25.4% | -62.3% | +87.6% | +52.4% |
| 1Y | +34.2% | -61.8% | +96.0% | +62.1% |
| 3Y | +101.2% | -75.3% | +176.5% | +162.7% |
| 5Y | +42.0% | -72.5% | +114.5% | +73.7% |
| 10Y | +126.7% | +0.8% | +126.0% | +103.7% |
| All | +126.7% | +0.5% | +126.2% | +103.7% |
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 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