+93.9%
FTV vs STLA
+77.3%
+16.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.4% |
| 7D | -4.5% | +2.6% | -7.1% | -5.2% |
| 30D | -7.1% | -1.2% | -5.8% | -7.0% |
| 3M | -7.2% | -24.8% | +17.6% | +0.4% |
| 6M | -1.5% | -25.6% | +24.1% | +6.1% |
| YTD | +3.5% | -48.9% | +52.4% | +23.4% |
| 1Y | +20.3% | -38.8% | +59.1% | +33.5% |
| 3Y | -3.1% | -64.5% | +61.4% | +23.0% |
| 5Y | +2.3% | -62.4% | +64.8% | +23.4% |
| 10Y | +76.3% | +55.4% | +20.9% | +40.4% |
| All | +93.9% | +77.3% | +16.6% | +47.1% |
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