-70.0%
STLA vs FGI
-68.3%
-1.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.4% | -3.6% |
| 7D | -11.6% | +6.9% | -18.5% | -11.7% |
| 30D | -6.2% | +3.9% | -10.1% | -6.3% |
| 3M | -24.6% | +74.3% | -98.9% | -25.9% |
| 6M | -44.9% | +28.9% | -73.8% | -45.7% |
| YTD | -62.3% | +39.1% | -101.4% | -63.2% |
| 1Y | -61.8% | +49.3% | -111.1% | -62.8% |
| 3Y | -75.3% | +5.7% | -81.1% | -75.6% |
| All | -70.0% | -68.3% | -1.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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