-39.8%
STLA vs FDS
-20.8%
-19.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.8% |
| 7D | +0.7% | -5.4% | +6.1% | +1.1% |
| 30D | -2.4% | +1.6% | -3.9% | -2.4% |
| 3M | -23.9% | +17.7% | -41.6% | -24.2% |
| 6M | -24.6% | +29.1% | -53.7% | -25.0% |
| YTD | -50.5% | +1.0% | -51.5% | -50.4% |
| 1Y | -39.8% | -21.6% | -18.2% | -39.4% |
| All | -39.8% | -20.8% | -19.0% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling