+847.0%
FTI vs STLA
-72.6%
+919.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.0% |
| 7D | +1.4% | -11.6% | +13.0% | +3.9% |
| 30D | -6.3% | -6.2% | -0.1% | -5.4% |
| 3M | -13.1% | -24.6% | +11.5% | -8.6% |
| 6M | -8.0% | -44.9% | +36.9% | +3.2% |
| YTD | +47.1% | -62.3% | +109.3% | +77.6% |
| 1Y | +50.7% | -61.8% | +112.5% | +80.8% |
| 3Y | +209.0% | -75.3% | +284.3% | +295.3% |
| 5Y | +847.0% | -72.5% | +919.5% | +1,044.9% |
| All | +847.0% | -72.6% | +919.5% | +1,044.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling