+143.8%
FITB vs STLA
-73.7%
+217.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -1.1% | -6.4% | +5.2% | +0.2% |
| 30D | +7.3% | -1.3% | +8.7% | +7.4% |
| 3M | -4.0% | -19.9% | +15.9% | -0.1% |
| 6M | +11.9% | -42.9% | +54.8% | +24.8% |
| YTD | +19.0% | -59.4% | +78.4% | +41.9% |
| 1Y | +31.0% | -56.8% | +87.9% | +53.3% |
| 3Y | +143.8% | -73.1% | +216.8% | +185.6% |
| All | +143.8% | -73.7% | +217.5% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling