+29.8%
FITB vs STLA
-59.1%
+88.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | +0.5% | -4.9% | +5.4% | +1.0% |
| 30D | +7.0% | -4.9% | +11.9% | +7.5% |
| 3M | -4.4% | -23.7% | +19.3% | -1.7% |
| 6M | +11.6% | -45.0% | +56.5% | +19.1% |
| YTD | +18.6% | -60.9% | +79.5% | +32.0% |
| 1Y | +29.8% | -58.9% | +88.7% | +41.8% |
| All | +29.8% | -59.1% | +88.9% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling