+278.4%
FTI vs STLA
-65.4%
+343.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +12.3% | -2.4% | +14.7% | +12.6% |
| 3M | +13.8% | -23.9% | +37.6% | +17.3% |
| 6M | +24.3% | -24.6% | +48.9% | +27.5% |
| YTD | +75.8% | -50.5% | +126.3% | +90.6% |
| 1Y | +99.6% | -39.8% | +139.5% | +106.5% |
| 3Y | +278.4% | -65.6% | +344.0% | +311.0% |
| All | +278.4% | -65.4% | +343.8% | +311.0% |
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 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