-61.0%
FND vs STLA
-62.5%
+1.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.2% |
| 7D | +0.4% | +0.7% | -0.4% | +0.1% |
| 30D | -23.6% | -2.4% | -21.2% | -22.9% |
| 3M | +4.3% | -23.9% | +28.2% | +17.0% |
| 6M | -20.3% | -24.6% | +4.3% | -10.7% |
| YTD | -21.3% | -50.5% | +29.2% | +4.5% |
| 1Y | -45.4% | -39.8% | -5.5% | -35.4% |
| 3Y | -48.9% | -65.6% | +16.8% | -23.7% |
| 5Y | -61.0% | -62.1% | +1.1% | -50.7% |
| All | -61.0% | -62.5% | +1.5% | -50.7% |
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