+18,496.2%
FIX vs STLA
+263.8%
+18,232.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +6.0% | +2.6% | +3.4% | +5.3% |
| 30D | -7.2% | -1.2% | -6.0% | -7.3% |
| 3M | -15.9% | -24.8% | +8.9% | -10.2% |
| 6M | +12.7% | -25.6% | +38.3% | +20.4% |
| YTD | +72.8% | -48.9% | +121.7% | +98.9% |
| 1Y | +122.9% | -38.8% | +161.7% | +143.4% |
| 3Y | +774.3% | -64.5% | +838.9% | +967.1% |
| 5Y | +2,049.5% | -62.4% | +2,111.9% | +2,436.3% |
| 10Y | +5,821.5% | +55.4% | +5,766.1% | +5,202.9% |
| All | +18,496.2% | +263.8% | +18,232.4% | +16,327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling