-12.0%
A vs STLA
-62.4%
+50.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -1.9% | +2.6% | -4.5% | -2.7% |
| 30D | +6.9% | -1.2% | +8.2% | +7.1% |
| 3M | +9.2% | -24.8% | +34.0% | +17.7% |
| 6M | +25.7% | -25.6% | +51.2% | +35.1% |
| YTD | +11.5% | -48.9% | +60.5% | +32.1% |
| 1Y | +18.4% | -38.8% | +57.1% | +30.7% |
| 3Y | +26.6% | -64.5% | +91.1% | +59.0% |
| All | -12.0% | -62.4% | +50.3% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling