+149.2%
STLA vs FIVE
+826.1%
-676.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.3% | -3.4% |
| 7D | -5.5% | -1.7% | -3.8% | -5.1% |
| 30D | -3.7% | +14.9% | -18.6% | -7.3% |
| 3M | -21.1% | +7.6% | -28.8% | -23.0% |
| 6M | -38.3% | +6.4% | -44.7% | -40.0% |
| YTD | -59.2% | +28.1% | -87.3% | -62.6% |
| 1Y | -56.7% | +54.7% | -111.4% | -62.3% |
| 3Y | -74.3% | +36.1% | -110.4% | -78.4% |
| 5Y | -70.2% | +14.9% | -85.1% | -74.6% |
| 10Y | +23.4% | +578.8% | -555.5% | -26.5% |
| All | +149.2% | +826.1% | -676.9% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling