+44.0%
FIS vs STLA
+189.9%
-145.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -25.5% | -4.5% | -20.9% | -25.0% |
| 30D | -15.1% | -3.9% | -11.1% | -14.8% |
| 3M | -32.1% | -20.2% | -11.9% | -29.8% |
| 6M | -36.1% | -42.2% | +6.1% | -30.3% |
| YTD | -55.4% | -59.3% | +3.9% | -48.9% |
| 1Y | -53.9% | -56.1% | +2.2% | -48.0% |
| 3Y | -39.8% | -73.7% | +33.9% | -27.5% |
| 5Y | -71.1% | -70.3% | -0.8% | -66.6% |
| 10Y | -53.8% | +23.1% | -76.9% | -57.3% |
| All | +44.0% | +189.9% | -145.8% | +28.6% |
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