+1,162.7%
FTI vs STLA
-62.5%
+1,225.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | +12.3% | -2.4% | +14.7% | +12.7% |
| 3M | +13.8% | -23.9% | +37.6% | +20.3% |
| 6M | +24.3% | -24.6% | +48.9% | +30.5% |
| YTD | +75.8% | -50.5% | +126.3% | +102.6% |
| 1Y | +99.6% | -39.8% | +139.5% | +113.8% |
| 3Y | +278.4% | -65.6% | +344.0% | +349.7% |
| All | +1,162.7% | -62.5% | +1,225.1% | +1,317.8% |
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