+203.1%
FITB vs STLA
-3.1%
+206.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +1.5% |
| 7D | +0.8% | -13.1% | +13.9% | +6.5% |
| 30D | +7.3% | -13.3% | +20.6% | +12.8% |
| 3M | -6.3% | -27.9% | +21.5% | +5.0% |
| 6M | +12.6% | -47.8% | +60.4% | +42.7% |
| YTD | +18.0% | -64.6% | +82.5% | +71.2% |
| 1Y | +28.9% | -64.0% | +92.9% | +84.9% |
| 3Y | +139.4% | -76.8% | +216.2% | +292.5% |
| 5Y | +47.2% | -74.2% | +121.4% | +120.3% |
| All | +203.1% | -3.1% | +206.2% | +148.6% |
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 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