+71.0%
A vs STLA
-73.7%
+144.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +4.8% | -6.4% | +11.1% | +6.3% |
| 30D | +5.6% | -1.3% | +7.0% | +5.6% |
| 3M | +23.6% | -19.9% | +43.5% | +29.5% |
| 6M | +56.4% | -42.9% | +99.3% | +77.6% |
| YTD | +33.4% | -59.4% | +92.8% | +63.8% |
| 1Y | +23.7% | -56.8% | +80.5% | +48.5% |
| 3Y | +71.0% | -73.1% | +144.1% | +134.8% |
| All | +71.0% | -73.7% | +144.7% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling