-51.7%
FIG vs STLA
-53.0%
+1.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.9% |
| 7D | -4.7% | -0.6% | -4.0% | -4.6% |
| 30D | +0.5% | +3.6% | -3.0% | +0.2% |
| 3M | -18.4% | -20.6% | +2.2% | -17.6% |
| 6M | +10.9% | -34.3% | +45.2% | +11.9% |
| YTD | -40.8% | -57.3% | +16.5% | -36.2% |
| 1Y | -51.7% | -52.6% | +1.0% | -51.3% |
| All | -51.7% | -53.0% | +1.3% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling