-62.2%
FIS vs STLA
-62.4%
+0.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | -2.2% | -1.2% | -1.0% | -2.1% |
| 3M | +2.1% | -24.8% | +26.9% | +8.2% |
| 6M | -14.7% | -25.6% | +10.9% | -10.1% |
| YTD | -35.7% | -48.9% | +13.2% | -26.6% |
| 1Y | -37.1% | -38.8% | +1.7% | -32.5% |
| 3Y | -20.0% | -64.5% | +44.5% | -4.0% |
| All | -62.2% | -62.4% | +0.1% | -60.2% |
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