-23.6%
FPS vs STLA
-60.3%
+36.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.1% | -3.8% | -10.2% |
| 7D | +21.6% | -13.1% | +34.7% | +20.5% |
| 30D | -38.8% | -13.3% | -25.5% | -39.6% |
| 3M | -42.1% | -27.9% | -14.3% | -43.9% |
| 6M | -48.5% | -47.8% | -0.7% | -52.1% |
| All | -23.6% | -60.3% | +36.7% | -38.9% |
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