+131.2%
FTV vs STLA
+31.1%
+100.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +1.3% |
| 7D | -0.7% | -11.6% | +11.0% | +3.0% |
| 30D | +18.3% | -6.2% | +24.5% | +20.2% |
| 3M | +10.2% | -24.6% | +34.8% | +18.6% |
| 6M | +12.8% | -44.9% | +57.7% | +32.5% |
| YTD | +23.4% | -62.3% | +85.6% | +59.7% |
| 1Y | +31.4% | -61.8% | +93.2% | +68.9% |
| 3Y | +38.7% | -75.3% | +114.0% | +95.7% |
| 5Y | +18.6% | -72.5% | +91.1% | +56.0% |
| 10Y | +110.1% | +0.8% | +109.4% | +87.5% |
| All | +131.2% | +31.1% | +100.1% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling