-75.0%
FRSH vs STLA
-61.5%
-13.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | -6.6% | -2.9% | -3.7% | -5.6% |
| 30D | +2.1% | +0.9% | +1.2% | +1.6% |
| 3M | +29.0% | -21.6% | +50.6% | +39.7% |
| 6M | +48.6% | -21.6% | +70.3% | +58.1% |
| YTD | -2.9% | -50.4% | +47.5% | +20.9% |
| 1Y | -7.9% | -43.6% | +35.7% | +6.6% |
| 3Y | -46.5% | -66.4% | +19.9% | -25.6% |
| All | -75.0% | -61.5% | -13.5% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling