-74.2%
STLA vs FIVE
+18.5%
-92.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -5.7% |
| 7D | -13.1% | +2.4% | -15.5% | -13.7% |
| 30D | -13.3% | +15.8% | -29.1% | -16.9% |
| 3M | -27.9% | +3.8% | -31.6% | -28.9% |
| 6M | -47.8% | +18.5% | -66.4% | -51.0% |
| YTD | -64.6% | +31.2% | -95.8% | -68.0% |
| 1Y | -64.0% | +61.8% | -125.8% | -69.6% |
| 3Y | -76.8% | +39.9% | -116.7% | -81.0% |
| 5Y | -74.2% | +18.3% | -92.5% | -79.1% |
| All | -74.2% | +18.5% | -92.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling