-38.8%
FIS vs STLA
-77.1%
+38.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +2.8% | -13.8% | +16.6% | +4.5% |
| 30D | -16.7% | -10.5% | -6.2% | -16.0% |
| 3M | -32.3% | -28.9% | -3.4% | -29.9% |
| 6M | -29.1% | -49.7% | +20.7% | -24.0% |
| YTD | -54.1% | -64.9% | +10.8% | -48.8% |
| 1Y | -53.7% | -64.0% | +10.3% | -48.6% |
| 3Y | -38.8% | -77.4% | +38.6% | -33.7% |
| All | -38.8% | -77.1% | +38.3% | -33.7% |
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