+92.9%
FFIV vs STLA
-62.4%
+155.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.0% | +2.6% | -3.5% | -1.5% |
| 30D | -5.1% | -1.2% | -3.8% | -5.0% |
| 3M | -4.5% | -24.8% | +20.3% | +1.1% |
| 6M | +36.5% | -25.6% | +62.0% | +43.8% |
| YTD | +53.0% | -48.9% | +101.9% | +74.1% |
| 1Y | +24.2% | -38.8% | +63.0% | +32.8% |
| 3Y | +137.2% | -64.5% | +201.7% | +183.5% |
| All | +92.9% | -62.4% | +155.3% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling