+19.8%
STLA vs FDS
+135.1%
-115.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -6.4% | -5.0% | -1.4% | -4.5% |
| 30D | -1.3% | +13.8% | -15.1% | -6.2% |
| 3M | -19.9% | +14.8% | -34.8% | -24.5% |
| 6M | -42.9% | +47.4% | -90.3% | -52.4% |
| YTD | -59.4% | +14.2% | -73.6% | -62.7% |
| 1Y | -56.8% | +26.6% | -83.5% | -62.4% |
| 3Y | -73.1% | -24.4% | -48.6% | -70.3% |
| 5Y | -70.1% | -22.6% | -47.4% | -67.9% |
| 10Y | +19.8% | +130.0% | -110.2% | -29.8% |
| All | +19.8% | +135.1% | -115.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling