-60.3%
FND vs STLA
-70.4%
+10.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +8.5% | -6.4% | +14.9% | +11.8% |
| 30D | +17.2% | -1.3% | +18.5% | +17.4% |
| 3M | -14.9% | -19.9% | +5.0% | -7.1% |
| 6M | +3.1% | -42.9% | +46.0% | +30.5% |
| YTD | -12.4% | -59.4% | +47.0% | +26.2% |
| 1Y | -10.0% | -56.8% | +46.8% | +24.8% |
| 3Y | -31.3% | -73.1% | +41.7% | +14.8% |
| 5Y | -60.3% | -70.1% | +9.8% | -46.1% |
| All | -60.3% | -70.4% | +10.1% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling