+906.2%
FN vs STLA
+54.0%
+852.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.9% | +2.7% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | -22.0% | -1.2% | -20.7% | -22.0% |
| 3M | -43.0% | -24.8% | -18.2% | -38.0% |
| 6M | -27.7% | -25.6% | -2.2% | -21.4% |
| YTD | -10.5% | -48.9% | +38.4% | +6.5% |
| 1Y | +12.5% | -38.8% | +51.3% | +24.3% |
| 3Y | +153.8% | -64.5% | +218.3% | +226.8% |
| 5Y | +288.0% | -62.4% | +350.4% | +374.0% |
| All | +906.2% | +54.0% | +852.2% | +775.0% |
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