-26.3%
FRSH vs STLA
-77.1%
+50.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +4.6% | -13.8% | +18.4% | +7.8% |
| 30D | -7.5% | -10.5% | +3.1% | -5.7% |
| 3M | -0.1% | -28.9% | +28.8% | +6.7% |
| 6M | +54.5% | -49.7% | +104.2% | +76.9% |
| YTD | +3.4% | -64.9% | +68.4% | +28.2% |
| 1Y | +6.4% | -64.0% | +70.4% | +30.5% |
| 3Y | -26.3% | -77.4% | +51.2% | -11.4% |
| All | -26.3% | -77.1% | +50.9% | -11.4% |
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