+4,295.1%
FICO vs STLA
+263.8%
+4,031.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.9% |
| 7D | -19.2% | +2.6% | -21.8% | -19.6% |
| 30D | -14.6% | -1.2% | -13.3% | -14.4% |
| 3M | -20.1% | -24.8% | +4.7% | -15.6% |
| 6M | -36.3% | -25.6% | -10.8% | -33.0% |
| YTD | -44.9% | -48.9% | +4.1% | -37.9% |
| 1Y | -38.6% | -38.8% | +0.1% | -33.8% |
| 3Y | +4.0% | -64.5% | +68.5% | +21.5% |
| 5Y | +99.5% | -62.4% | +162.0% | +125.5% |
| 10Y | +604.7% | +55.4% | +549.3% | +513.7% |
| All | +4,295.1% | +263.8% | +4,031.3% | +3,298.9% |
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