+90.1%
FOXA vs STLA
-31.8%
+122.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.7% | -3.8% | +0.1% | -2.8% |
| 30D | +5.4% | -3.1% | +8.5% | +5.9% |
| 3M | -3.7% | -19.6% | +15.9% | +1.1% |
| 6M | +12.6% | -23.5% | +36.0% | +18.7% |
| YTD | -10.0% | -51.5% | +41.6% | +6.0% |
| 1Y | +15.0% | -39.7% | +54.7% | +25.0% |
| 3Y | +115.1% | -66.3% | +181.4% | +165.6% |
| 5Y | +93.0% | -63.1% | +156.2% | +123.6% |
| All | +90.1% | -31.8% | +122.0% | +47.7% |
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 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