-80.3%
FIG vs STLA
-39.6%
-40.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -5.1% |
| 7D | -16.4% | +0.7% | -17.1% | -16.5% |
| 30D | -2.3% | -2.4% | 0.0% | -2.0% |
| 3M | +7.8% | -23.9% | +31.7% | +12.9% |
| 6M | -21.8% | -24.6% | +2.8% | -19.5% |
| YTD | -39.1% | -50.5% | +11.4% | -27.6% |
| 1Y | -56.6% | -39.8% | -16.8% | -56.9% |
| All | -80.3% | -39.6% | -40.7% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling