+49.0%
FND vs STLA
-37.0%
+86.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -6.8% | -13.8% | +6.9% | -0.3% |
| 30D | +8.0% | -10.5% | +18.5% | +13.1% |
| 3M | -18.9% | -28.9% | +9.9% | -6.3% |
| 6M | +4.7% | -49.7% | +54.4% | +41.2% |
| YTD | -21.6% | -64.9% | +43.3% | +21.4% |
| 1Y | -22.0% | -64.0% | +42.0% | +18.6% |
| 3Y | -40.4% | -77.4% | +37.0% | +8.3% |
| 5Y | -63.8% | -74.4% | +10.6% | -40.3% |
| All | +49.0% | -37.0% | +86.0% | +68.2% |
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 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