-83.7%
FIG vs STLA
-50.3%
-33.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -13.1% | -4.5% | -8.6% | -12.0% |
| 30D | -13.0% | -3.9% | -9.1% | -12.2% |
| 3M | -21.5% | -20.2% | -1.3% | -18.2% |
| 6M | -2.5% | -42.2% | +39.7% | +7.2% |
| YTD | -49.7% | -59.3% | +9.7% | -37.8% |
| 1Y | -59.1% | -56.1% | -3.0% | -52.4% |
| All | -83.7% | -50.3% | -33.4% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling