+1,168.3%
ALL vs STLA
+189.9%
+978.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | -1.9% | -4.5% | +2.6% | -1.4% |
| 30D | +13.8% | -3.9% | +17.7% | +14.2% |
| 3M | -7.0% | -20.2% | +13.2% | -4.6% |
| 6M | +18.0% | -42.2% | +60.2% | +25.7% |
| YTD | +24.2% | -59.3% | +83.5% | +37.7% |
| 1Y | +31.2% | -56.1% | +87.2% | +43.6% |
| 3Y | +107.5% | -73.7% | +181.2% | +137.8% |
| 5Y | +144.8% | -70.3% | +215.1% | +170.6% |
| 10Y | +375.8% | +23.1% | +352.7% | +338.4% |
| All | +1,168.3% | +189.9% | +978.5% | +1,031.5% |
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