+184.1%
FTI vs STLA
-4.1%
+188.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | +4.3% | -13.8% | +18.1% | +10.1% |
| 30D | -4.7% | -10.5% | +5.9% | -1.6% |
| 3M | -13.5% | -28.9% | +15.3% | -3.3% |
| 6M | -8.7% | -49.7% | +41.0% | +15.8% |
| YTD | +49.0% | -64.9% | +113.9% | +111.6% |
| 1Y | +54.0% | -64.0% | +118.1% | +115.0% |
| 3Y | +211.6% | -77.4% | +289.1% | +393.7% |
| 5Y | +881.9% | -74.4% | +956.3% | +1,278.6% |
| All | +184.1% | -4.1% | +188.2% | +110.3% |
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