+137.2%
FFIV vs STLA
-64.3%
+201.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -1.0% | +2.6% | -3.5% | -1.3% |
| 30D | -5.1% | -1.2% | -3.8% | -5.0% |
| 3M | -4.5% | -24.8% | +20.3% | -0.9% |
| 6M | +36.5% | -25.6% | +62.0% | +41.2% |
| YTD | +53.0% | -48.9% | +101.9% | +66.9% |
| 1Y | +24.2% | -38.8% | +63.0% | +29.5% |
| All | +137.2% | -64.3% | +201.5% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling