-52.6%
STLA vs FIVE
+63.3%
-115.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.7% | -2.9% | +2.6% |
| 7D | -0.6% | +7.5% | -8.1% | -1.9% |
| 30D | +3.6% | +16.7% | -13.1% | +1.0% |
| 3M | -20.6% | +13.4% | -34.0% | -22.4% |
| 6M | -34.3% | +9.0% | -43.4% | -35.8% |
| YTD | -57.3% | +33.8% | -91.1% | -57.9% |
| 1Y | -52.6% | +61.2% | -113.8% | -57.1% |
| All | -52.6% | +63.3% | -115.9% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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