-54.3%
FIS vs STLA
-3.1%
-51.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.1% | 0.0% | -4.7% |
| 7D | -3.5% | -13.1% | +9.6% | -0.3% |
| 30D | -19.4% | -13.3% | -6.2% | -17.2% |
| 3M | -31.6% | -27.9% | -3.7% | -26.7% |
| 6M | -32.5% | -47.8% | +15.3% | -22.3% |
| YTD | -56.0% | -64.6% | +8.6% | -45.1% |
| 1Y | -55.5% | -64.0% | +8.4% | -45.0% |
| 3Y | -41.3% | -76.8% | +35.5% | -21.7% |
| 5Y | -72.3% | -74.2% | +1.9% | -65.3% |
| All | -54.3% | -3.1% | -51.2% | -56.9% |
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 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