+90.9%
FOXA vs STLA
-62.5%
+153.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.3% |
| 7D | -0.6% | +0.7% | -1.4% | -0.8% |
| 30D | +2.3% | -2.4% | +4.7% | +2.6% |
| 3M | -2.8% | -23.9% | +21.0% | +1.9% |
| 6M | +9.6% | -24.6% | +34.2% | +14.5% |
| YTD | -9.9% | -50.5% | +40.6% | +1.9% |
| 1Y | +5.4% | -39.8% | +45.2% | +12.4% |
| 3Y | +115.3% | -65.6% | +180.9% | +151.0% |
| All | +90.9% | -62.5% | +153.4% | +113.5% |
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