-22.6%
FPS vs STLA
-52.2%
+29.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.8% | -21.1% | -16.9% |
| 7D | -23.3% | -0.6% | -22.7% | -23.2% |
| 30D | -42.4% | +3.6% | -46.0% | -42.5% |
| 3M | -43.0% | -20.6% | -22.4% | -44.7% |
| 6M | -44.5% | -34.3% | -10.2% | -46.9% |
| All | -22.6% | -52.2% | +29.6% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling