+541.4%
FICO vs STLA
-4.1%
+545.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.2% | -13.8% | +16.0% | +6.5% |
| 30D | +0.1% | -10.5% | +10.6% | +2.7% |
| 3M | -35.2% | -28.9% | -6.3% | -29.0% |
| 6M | -32.4% | -49.7% | +17.4% | -18.7% |
| YTD | -57.4% | -64.9% | +7.5% | -44.5% |
| 1Y | -58.5% | -64.0% | +5.5% | -46.6% |
| 3Y | -28.9% | -77.4% | +48.6% | +0.5% |
| 5Y | +91.7% | -74.4% | +166.1% | +149.3% |
| All | +541.4% | -4.1% | +545.5% | +462.1% |
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