+3,235.0%
FICO vs STLA
+190.5%
+3,044.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.9% |
| 7D | -0.3% | -5.5% | +5.3% | +0.8% |
| 30D | +1.7% | -3.7% | +5.4% | +2.1% |
| 3M | -35.2% | -21.1% | -14.1% | -32.1% |
| 6M | -33.7% | -38.3% | +4.7% | -27.2% |
| YTD | -58.2% | -59.2% | +1.1% | -50.8% |
| 1Y | -56.6% | -56.7% | +0.1% | -49.7% |
| 3Y | -24.0% | -74.3% | +50.4% | -5.0% |
| 5Y | +86.1% | -70.2% | +156.3% | +120.4% |
| 10Y | +522.8% | +23.4% | +499.4% | +468.2% |
| All | +3,235.0% | +190.5% | +3,044.5% | +2,596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling