-25.7%
FN vs STLA
-53.0%
+27.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -6.1% |
| 7D | -7.0% | -0.6% | -6.3% | -7.0% |
| 30D | -24.7% | +3.6% | -28.3% | -25.1% |
| 3M | -35.7% | -20.6% | -15.0% | -35.8% |
| 6M | -52.4% | -34.3% | -18.1% | -52.4% |
| YTD | -25.0% | -57.3% | +32.3% | -28.3% |
| 1Y | -25.7% | -52.6% | +27.0% | -33.1% |
| All | -25.7% | -53.0% | +27.3% | -33.1% |
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