+11.2%
AR vs STLA
-59.1%
+70.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +4.1% |
| 7D | -5.8% | -4.9% | -0.8% | -6.0% |
| 30D | +4.8% | -4.9% | +9.7% | +4.6% |
| 3M | +1.5% | -23.7% | +25.2% | -0.4% |
| 6M | +4.7% | -45.0% | +49.7% | -0.4% |
| YTD | +9.2% | -60.9% | +70.1% | +7.4% |
| 1Y | +11.2% | -58.9% | +70.0% | +7.6% |
| All | +11.2% | -59.1% | +70.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling