-80.9%
FIG vs STLA
-40.7%
-40.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.9% |
| 7D | -14.5% | +0.4% | -14.8% | -14.5% |
| 30D | -13.3% | -5.2% | -8.1% | -12.6% |
| 3M | +7.4% | -24.9% | +32.3% | +12.7% |
| 6M | -27.8% | -25.2% | -2.6% | -25.6% |
| YTD | -41.1% | -51.4% | +10.3% | -29.7% |
| 1Y | -58.7% | -40.7% | -18.0% | -58.9% |
| All | -80.9% | -40.7% | -40.2% | -81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling