+65.5%
A vs STLA
-77.1%
+142.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -0.5% | -13.8% | +13.3% | +3.0% |
| 30D | 0.0% | -10.5% | +10.5% | +2.2% |
| 3M | +16.7% | -28.9% | +45.6% | +25.5% |
| 6M | +54.8% | -49.7% | +104.6% | +81.0% |
| YTD | +28.8% | -64.9% | +93.7% | +63.6% |
| 1Y | +19.3% | -64.0% | +83.3% | +49.9% |
| 3Y | +65.5% | -77.4% | +143.0% | +133.9% |
| All | +65.5% | -77.1% | +142.7% | +133.9% |
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 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