+107.6%
FIS vs STLA
+263.8%
-156.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | -2.2% | -1.2% | -1.0% | -2.1% |
| 3M | +2.1% | -24.8% | +26.9% | +7.0% |
| 6M | -14.7% | -25.6% | +10.9% | -11.0% |
| YTD | -35.7% | -48.9% | +13.2% | -28.8% |
| 1Y | -37.1% | -38.8% | +1.7% | -33.1% |
| 3Y | -20.0% | -64.5% | +44.5% | -8.3% |
| 5Y | -62.1% | -62.4% | +0.3% | -57.8% |
| 10Y | -37.4% | +55.4% | -92.8% | -44.2% |
| All | +107.6% | +263.8% | -156.2% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling