+207.5%
FTI vs STLA
-75.4%
+282.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.7% |
| 7D | +1.4% | -11.6% | +13.0% | +2.8% |
| 30D | -6.3% | -6.2% | -0.1% | -5.8% |
| 3M | -13.1% | -24.6% | +11.5% | -10.5% |
| 6M | -8.0% | -44.9% | +36.9% | -1.6% |
| YTD | +47.1% | -62.3% | +109.3% | +64.8% |
| 1Y | +50.7% | -61.8% | +112.5% | +68.1% |
| All | +207.5% | -75.4% | +282.9% | +249.0% |
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