+499.7%
FICO vs STLA
+18.3%
+481.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | -4.5% | +3.6% | +0.2% |
| 30D | +3.3% | -3.9% | +7.2% | +3.9% |
| 3M | -31.7% | -20.2% | -11.5% | -27.6% |
| 6M | -34.0% | -42.2% | +8.2% | -23.9% |
| YTD | -58.3% | -59.3% | +1.0% | -48.0% |
| 1Y | -57.9% | -56.1% | -1.9% | -48.9% |
| 3Y | -24.1% | -73.7% | +49.6% | +2.4% |
| 5Y | +85.3% | -70.3% | +155.6% | +130.7% |
| All | +499.7% | +18.3% | +481.3% | +414.4% |
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 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