-46.6%
FRSH vs STLA
-66.9%
+20.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -11.2% | -3.8% | -7.3% | -10.3% |
| 30D | -0.8% | -3.1% | +2.3% | -0.2% |
| 3M | +26.4% | -19.6% | +46.0% | +32.3% |
| 6M | +48.4% | -23.5% | +71.9% | +55.2% |
| YTD | -3.1% | -51.5% | +48.4% | +13.4% |
| 1Y | -8.7% | -39.7% | +31.0% | -2.0% |
| All | -46.6% | -66.9% | +20.3% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling