+76.5%
FOXA vs STLA
-74.6%
+151.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.3% |
| 7D | +2.7% | -13.8% | +16.4% | +5.3% |
| 30D | +10.0% | -10.5% | +20.5% | +11.8% |
| 3M | +5.0% | -28.9% | +33.9% | +10.8% |
| 6M | +3.4% | -49.7% | +53.1% | +16.2% |
| YTD | -5.5% | -64.9% | +59.4% | +13.0% |
| 1Y | +5.5% | -64.0% | +69.6% | +25.1% |
| 3Y | +139.3% | -77.4% | +216.7% | +201.7% |
| All | +76.5% | -74.6% | +151.0% | +109.2% |
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 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