+212.1%
STLA vs FIVE
+868.1%
-656.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.1% |
| 7D | +2.6% | +4.3% | -1.7% | +1.4% |
| 30D | -1.2% | +12.5% | -13.8% | -4.6% |
| 3M | -24.8% | +31.2% | -56.0% | -30.4% |
| 6M | -25.6% | +14.4% | -39.9% | -29.0% |
| YTD | -48.9% | +33.9% | -82.8% | -53.6% |
| 1Y | -38.8% | +65.1% | -103.8% | -47.6% |
| 3Y | -64.5% | +49.0% | -113.5% | -70.8% |
| 5Y | -62.4% | +30.3% | -92.7% | -69.0% |
| 10Y | +55.4% | +481.1% | -425.7% | -6.7% |
| All | +212.1% | +868.1% | -656.1% | +96.3% |
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