-73.7%
STLA vs FIVE
+34.8%
-108.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.5% | -0.3% | -4.3% | -4.4% |
| 30D | -3.9% | +17.7% | -21.6% | -7.8% |
| 3M | -20.2% | +4.0% | -24.2% | -21.3% |
| 6M | -42.2% | +2.6% | -44.8% | -43.1% |
| YTD | -59.3% | +27.6% | -86.9% | -62.5% |
| 1Y | -56.1% | +59.9% | -116.0% | -62.1% |
| 3Y | -73.7% | +35.8% | -109.4% | -79.1% |
| All | -73.7% | +34.8% | -108.5% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling