+263.8%
STLA vs FDS
+446.1%
-182.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.7% |
| 7D | +2.6% | -1.9% | +4.5% | +3.3% |
| 30D | -1.2% | +9.0% | -10.3% | -4.7% |
| 3M | -24.8% | +18.9% | -43.6% | -30.7% |
| 6M | -25.6% | +35.1% | -60.7% | -36.3% |
| YTD | -48.9% | +5.5% | -54.4% | -51.7% |
| 1Y | -38.8% | -16.8% | -22.0% | -36.2% |
| 3Y | -64.5% | -28.1% | -36.5% | -60.7% |
| 5Y | -62.4% | -17.4% | -45.0% | -61.5% |
| 10Y | +55.4% | +85.4% | -30.1% | +6.3% |
| All | +263.8% | +446.1% | -182.3% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling