-39.3%
FND vs STLA
-38.0%
-1.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -5.2% | +2.6% | -7.8% | -5.9% |
| 30D | -19.9% | -1.2% | -18.6% | -19.7% |
| 3M | +2.7% | -24.8% | +27.5% | +10.3% |
| 6M | -21.7% | -25.6% | +3.9% | -15.8% |
| YTD | -17.5% | -48.9% | +31.4% | -4.1% |
| 1Y | -39.3% | -38.8% | -0.5% | -36.8% |
| All | -39.3% | -38.0% | -1.3% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling