-22.1%
FPS vs STLA
-54.6%
+32.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.2% | +16.2% | +16.0% |
| 7D | -8.0% | -6.4% | -1.6% | -8.2% |
| 30D | -43.5% | -1.3% | -42.2% | -43.8% |
| 3M | -41.6% | -19.9% | -21.7% | -43.1% |
| 6M | -44.0% | -42.9% | -1.1% | -48.2% |
| All | -22.1% | -54.6% | +32.5% | -37.1% |
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