+794.1%
FN vs STLA
+12.4%
+781.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.1% | -3.6% |
| 7D | -4.1% | -4.9% | +0.8% | -2.4% |
| 30D | -28.3% | -4.9% | -23.4% | -27.4% |
| 3M | -33.9% | -23.7% | -10.2% | -28.8% |
| 6M | -43.9% | -45.0% | +1.1% | -33.2% |
| YTD | -23.4% | -60.9% | +37.4% | -1.4% |
| 1Y | -25.4% | -58.9% | +33.5% | -6.0% |
| 3Y | +107.9% | -74.4% | +182.3% | +196.5% |
| 5Y | +195.1% | -71.5% | +266.6% | +291.8% |
| 10Y | +794.1% | +5.3% | +788.8% | +821.1% |
| All | +794.1% | +12.4% | +781.7% | +821.1% |
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 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