+102.4%
FN vs STLA
-74.0%
+176.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.9% | +11.7% |
| 7D | 0.0% | -4.5% | +4.5% | +0.9% |
| 30D | -34.3% | -3.9% | -30.4% | -33.9% |
| 3M | -39.9% | -20.2% | -19.7% | -37.2% |
| 6M | -51.8% | -42.2% | -9.7% | -45.8% |
| YTD | -28.1% | -59.3% | +31.2% | -13.8% |
| 1Y | -29.1% | -56.1% | +27.0% | -17.5% |
| 3Y | +102.4% | -73.7% | +176.1% | +167.3% |
| All | +102.4% | -74.0% | +176.5% | +167.3% |
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