+285.6%
FITB vs STLA
+46.8%
+238.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -5.1% | -5.2% | +0.1% | -3.6% |
| 3M | +3.5% | -24.9% | +28.4% | +14.8% |
| 6M | +17.2% | -25.2% | +42.4% | +28.9% |
| YTD | +17.6% | -51.4% | +69.1% | +51.6% |
| 1Y | +23.4% | -40.7% | +64.1% | +42.3% |
| 3Y | +129.7% | -66.3% | +196.0% | +223.1% |
| 5Y | +68.4% | -63.2% | +131.7% | +119.4% |
| 10Y | +285.6% | +48.7% | +236.9% | +186.9% |
| All | +285.6% | +46.8% | +238.9% | +186.9% |
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