+539.5%
FICO vs STLA
+0.5%
+539.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | +4.0% | -11.6% | +15.6% | +7.6% |
| 30D | -1.5% | -6.2% | +4.7% | -0.3% |
| 3M | -29.8% | -24.6% | -5.2% | -24.3% |
| 6M | -33.3% | -44.9% | +11.7% | -21.9% |
| YTD | -56.9% | -62.3% | +5.4% | -45.0% |
| 1Y | -59.5% | -61.8% | +2.3% | -48.6% |
| 3Y | -26.9% | -75.3% | +48.5% | +0.6% |
| 5Y | +92.9% | -72.5% | +165.4% | +145.9% |
| 10Y | +539.5% | +0.8% | +538.7% | +441.4% |
| All | +539.5% | +0.5% | +539.0% | +441.4% |
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