+79.3%
FICO vs STLA
-70.4%
+149.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | -0.1% | -6.4% | +6.3% | +1.4% |
| 30D | +8.4% | -1.3% | +9.8% | +8.3% |
| 3M | -30.5% | -19.9% | -10.6% | -27.1% |
| 6M | -35.7% | -42.9% | +7.2% | -27.5% |
| YTD | -57.2% | -59.4% | +2.2% | -48.4% |
| 1Y | -58.4% | -56.8% | -1.6% | -50.8% |
| 3Y | -24.8% | -73.1% | +48.2% | -3.5% |
| 5Y | +79.3% | -70.1% | +149.3% | +100.0% |
| All | +79.3% | -70.4% | +149.6% | +100.0% |
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