+224.4%
FITB vs STLA
+12.4%
+212.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.1% |
| 7D | +0.5% | -4.9% | +5.4% | +2.5% |
| 30D | +7.0% | -4.9% | +11.9% | +8.5% |
| 3M | -4.4% | -23.7% | +19.3% | +4.9% |
| 6M | +11.6% | -45.0% | +56.5% | +38.5% |
| YTD | +18.6% | -60.9% | +79.5% | +65.3% |
| 1Y | +29.8% | -58.9% | +88.7% | +76.0% |
| 3Y | +140.7% | -74.4% | +215.1% | +278.7% |
| 5Y | +48.6% | -71.5% | +120.1% | +113.8% |
| 10Y | +224.4% | +5.3% | +219.1% | +188.9% |
| All | +224.4% | +12.4% | +212.0% | +188.9% |
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 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