+160.3%
FN vs STLA
-64.3%
+224.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.9% | +2.8% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | -22.0% | -1.2% | -20.7% | -21.9% |
| 3M | -43.0% | -24.8% | -18.2% | -39.0% |
| 6M | -27.7% | -25.6% | -2.2% | -22.8% |
| YTD | -10.5% | -48.9% | +38.4% | +3.1% |
| 1Y | +12.5% | -38.8% | +51.3% | +20.1% |
| All | +160.3% | -64.3% | +224.6% | +212.0% |
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 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