+90.9%
FTI vs STLA
-40.0%
+130.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.5% |
| 7D | -2.3% | +0.4% | -2.7% | -2.3% |
| 30D | +5.0% | -5.2% | +10.2% | +5.0% |
| 3M | +13.8% | -24.9% | +38.7% | +13.3% |
| 6M | +22.9% | -25.2% | +48.1% | +21.7% |
| YTD | +75.0% | -51.4% | +126.4% | +72.1% |
| All | +90.9% | -40.0% | +130.9% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling