-75.7%
STLA vs FIVE
+42.3%
-118.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | -11.6% | -0.5% | -11.1% | -11.5% |
| 30D | -6.2% | +17.4% | -23.6% | -10.0% |
| 3M | -24.6% | +7.0% | -31.6% | -26.1% |
| 6M | -44.9% | +20.5% | -65.4% | -48.1% |
| YTD | -62.3% | +33.1% | -95.4% | -65.6% |
| 1Y | -61.8% | +67.1% | -128.9% | -67.4% |
| All | -75.7% | +42.3% | -118.0% | -81.0% |
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