+838.5%
A vs STLA
+189.9%
+648.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -0.1% | -4.5% | +4.5% | +0.8% |
| 30D | +3.4% | -3.9% | +7.3% | +3.9% |
| 3M | +23.8% | -20.2% | +44.0% | +28.9% |
| 6M | +49.0% | -42.2% | +91.2% | +65.4% |
| YTD | +29.4% | -59.3% | +88.7% | +52.8% |
| 1Y | +19.4% | -56.1% | +75.4% | +38.3% |
| 3Y | +66.2% | -73.7% | +139.8% | +108.9% |
| 5Y | +15.8% | -70.3% | +86.1% | +39.3% |
| 10Y | +326.1% | +23.1% | +303.0% | +289.4% |
| All | +838.5% | +189.9% | +648.7% | +696.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling