+48.5%
FND vs STLA
-12.8%
+61.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | +0.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -19.6% | -5.2% | -14.4% | -17.8% |
| 3M | -4.3% | -24.9% | +20.5% | +8.2% |
| 6M | -20.4% | -25.2% | +4.7% | -10.3% |
| YTD | -21.9% | -51.4% | +29.6% | +5.1% |
| 1Y | -45.2% | -40.7% | -4.5% | -34.2% |
| 3Y | -49.2% | -66.3% | +17.0% | -23.2% |
| 5Y | -61.8% | -63.2% | +1.4% | -46.4% |
| All | +48.5% | -12.8% | +61.3% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling