+32.3%
FFIV vs STLA
-64.2%
+96.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.3% | -1.3% |
| 7D | +1.9% | -13.1% | +15.0% | +0.6% |
| 30D | -33.3% | -13.3% | -20.0% | -33.3% |
| 3M | -24.9% | -27.9% | +3.0% | -24.8% |
| 6M | -10.5% | -47.8% | +37.3% | -9.8% |
| YTD | +24.4% | -64.6% | +89.0% | +28.1% |
| 1Y | +32.3% | -64.0% | +96.2% | +35.4% |
| All | +32.3% | -64.2% | +96.4% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling