+189.9%
STLA vs FDS
+493.0%
-303.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | -3.9% | +20.2% | -24.1% | -10.9% |
| 3M | -20.2% | +19.9% | -40.0% | -26.2% |
| 6M | -42.2% | +56.2% | -98.3% | -53.2% |
| YTD | -59.3% | +14.6% | -73.9% | -62.9% |
| 1Y | -56.1% | +31.6% | -87.7% | -62.6% |
| 3Y | -73.7% | -23.8% | -49.8% | -71.6% |
| 5Y | -70.3% | -22.6% | -47.7% | -68.6% |
| 10Y | +23.1% | +139.3% | -116.3% | -24.6% |
| All | +189.9% | +493.0% | -303.1% | +49.9% |
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