+22.2%
A vs STLA
-53.0%
+75.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.6% |
| 7D | -2.4% | -0.6% | -1.7% | -2.3% |
| 30D | +3.6% | +3.6% | 0.0% | +3.0% |
| 3M | +27.5% | -20.6% | +48.1% | +31.0% |
| 6M | +58.5% | -34.3% | +92.8% | +66.9% |
| YTD | +31.2% | -57.3% | +88.5% | +45.6% |
| 1Y | +22.2% | -52.6% | +74.8% | +30.9% |
| All | +22.2% | -53.0% | +75.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling