+162.4%
ALL vs STLA
-74.6%
+237.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +5.0% | -13.8% | +18.8% | +6.4% |
| 30D | +13.3% | -10.5% | +23.9% | +14.3% |
| 3M | +3.2% | -28.9% | +32.0% | +6.2% |
| 6M | +25.3% | -49.7% | +75.1% | +33.2% |
| YTD | +30.5% | -64.9% | +95.4% | +43.5% |
| 1Y | +29.2% | -64.0% | +93.2% | +41.5% |
| 3Y | +119.1% | -77.4% | +196.5% | +148.8% |
| All | +162.4% | -74.6% | +237.0% | +178.4% |
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