-70.1%
STLA vs FDS
-22.8%
-47.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.9% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -3.9% | +20.2% | -24.1% | -9.0% |
| 3M | -20.2% | +19.9% | -40.0% | -24.5% |
| 6M | -42.2% | +56.2% | -98.3% | -50.6% |
| YTD | -59.3% | +14.6% | -73.9% | -61.1% |
| 1Y | -56.1% | +31.6% | -87.7% | -60.7% |
| 3Y | -73.7% | -23.8% | -49.8% | -69.7% |
| All | -70.1% | -22.8% | -47.4% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling