-55.3%
FIS vs STLA
+21.0%
-76.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -29.4% | -6.4% | -23.1% | -28.5% |
| 30D | -16.7% | -1.3% | -15.4% | -16.9% |
| 3M | -33.0% | -19.9% | -13.0% | -29.9% |
| 6M | -33.3% | -42.9% | +9.6% | -24.8% |
| YTD | -56.0% | -59.4% | +3.4% | -46.9% |
| 1Y | -54.6% | -56.8% | +2.3% | -46.3% |
| 3Y | -40.6% | -73.1% | +32.4% | -23.7% |
| 5Y | -71.9% | -70.1% | -1.9% | -66.1% |
| 10Y | -55.3% | +19.8% | -75.1% | -60.5% |
| All | -55.3% | +21.0% | -76.3% | -60.5% |
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 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