+143.3%
FN vs STLA
-70.3%
+213.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.5% | -9.7% | -12.9% |
| 7D | -16.0% | -5.5% | -10.4% | -14.7% |
| 30D | -40.1% | -3.7% | -36.4% | -39.6% |
| 3M | -43.9% | -21.1% | -22.8% | -40.5% |
| 6M | -55.6% | -38.3% | -17.3% | -49.4% |
| YTD | -35.7% | -59.2% | +23.6% | -19.0% |
| 1Y | -39.8% | -56.7% | +16.9% | -26.3% |
| 3Y | +80.3% | -74.3% | +154.6% | +156.8% |
| 5Y | +143.3% | -70.2% | +213.5% | +203.6% |
| All | +143.3% | -70.3% | +213.6% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling