-40.2%
FIS vs STLA
+48.0%
-88.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -7.8% | -2.4% | -5.5% | -7.4% |
| 3M | +0.8% | -23.9% | +24.7% | +7.1% |
| 6M | -21.9% | -24.6% | +2.7% | -17.6% |
| YTD | -39.5% | -50.5% | +11.0% | -30.0% |
| 1Y | -41.0% | -39.8% | -1.1% | -35.9% |
| 3Y | -23.6% | -65.6% | +42.0% | -7.3% |
| 5Y | -65.6% | -62.1% | -3.5% | -60.6% |
| 10Y | -40.2% | +47.8% | -88.0% | -50.3% |
| All | -40.2% | +48.0% | -88.2% | -50.3% |
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 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