+145.0%
ALL vs STLA
-70.1%
+215.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | -1.9% | -4.5% | +2.6% | -1.5% |
| 30D | +13.8% | -3.9% | +17.7% | +14.1% |
| 3M | -7.0% | -20.2% | +13.2% | -5.2% |
| 6M | +18.0% | -42.2% | +60.2% | +23.8% |
| YTD | +24.2% | -59.3% | +83.5% | +34.8% |
| 1Y | +31.2% | -56.1% | +87.2% | +40.8% |
| 3Y | +107.5% | -73.7% | +181.2% | +132.2% |
| All | +145.0% | -70.1% | +215.1% | +155.6% |
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