+3,078.0%
FN vs STLA
+172.0%
+2,906.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -6.9% |
| 7D | -7.0% | -0.6% | -6.3% | -7.1% |
| 30D | -24.7% | +3.6% | -28.3% | -25.6% |
| 3M | -35.7% | -20.6% | -15.0% | -32.5% |
| 6M | -52.4% | -34.3% | -18.1% | -47.8% |
| YTD | -25.0% | -57.3% | +32.3% | -10.5% |
| 1Y | -25.7% | -52.6% | +27.0% | -13.9% |
| 3Y | +110.2% | -73.1% | +183.3% | +173.7% |
| 5Y | +192.3% | -68.7% | +261.1% | +259.3% |
| 10Y | +812.3% | +29.2% | +783.1% | +714.3% |
| All | +3,078.0% | +172.0% | +2,906.1% | +2,384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling