+365.3%
FFIV vs STLA
+189.9%
+175.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -8.1% | -4.5% | -3.6% | -7.4% |
| 30D | -33.4% | -3.9% | -29.5% | -33.4% |
| 3M | -24.7% | -20.2% | -4.6% | -22.4% |
| 6M | -8.8% | -42.2% | +33.3% | -0.2% |
| YTD | +21.8% | -59.3% | +81.1% | +41.1% |
| 1Y | +25.3% | -56.1% | +81.3% | +42.4% |
| 3Y | +101.2% | -73.7% | +174.8% | +146.8% |
| 5Y | +40.2% | -70.3% | +110.5% | +64.2% |
| 10Y | +129.0% | +23.1% | +105.9% | +100.1% |
| All | +365.3% | +189.9% | +175.4% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling