+76.9%
FICO vs STLA
-70.1%
+147.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | -4.5% | +3.6% | 0.0% |
| 30D | +3.3% | -3.9% | +7.2% | +3.9% |
| 3M | -31.7% | -20.2% | -11.5% | -28.3% |
| 6M | -34.0% | -42.2% | +8.2% | -25.7% |
| YTD | -58.3% | -59.3% | +1.0% | -49.8% |
| 1Y | -57.9% | -56.1% | -1.9% | -50.5% |
| 3Y | -24.1% | -73.7% | +49.6% | -1.7% |
| All | +76.9% | -70.1% | +147.0% | +97.6% |
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