-31.3%
FND vs STLA
-73.7%
+42.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +8.5% | -6.4% | +14.9% | +11.3% |
| 30D | +17.2% | -1.3% | +18.5% | +17.5% |
| 3M | -14.9% | -19.9% | +5.0% | -8.2% |
| 6M | +3.1% | -42.9% | +46.0% | +26.1% |
| YTD | -12.4% | -59.4% | +47.0% | +19.7% |
| 1Y | -10.0% | -56.8% | +46.8% | +18.9% |
| 3Y | -31.3% | -73.1% | +41.7% | +2.0% |
| All | -31.3% | -73.7% | +42.4% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling