-64.0%
STLA vs FGI
+51.2%
-115.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.2% | -12.3% | -6.2% |
| 7D | -13.1% | +13.5% | -26.6% | -13.3% |
| 30D | -13.3% | +17.1% | -30.4% | -13.6% |
| 3M | -27.9% | +78.0% | -105.9% | -29.9% |
| 6M | -47.8% | +46.4% | -94.3% | -49.3% |
| YTD | -64.6% | +47.7% | -112.3% | -66.7% |
| 1Y | -64.0% | +56.8% | -120.8% | -67.5% |
| All | -64.0% | +51.2% | -115.2% | -67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling