+97.4%
AR vs STLA
-74.6%
+171.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +7.4% | -13.8% | +21.1% | +10.3% |
| 30D | +5.8% | -10.5% | +16.3% | +7.5% |
| 3M | +5.2% | -28.9% | +34.1% | +11.6% |
| 6M | +5.4% | -49.7% | +55.2% | +19.4% |
| YTD | +12.4% | -64.9% | +77.3% | +36.8% |
| 1Y | +12.8% | -64.0% | +76.8% | +35.9% |
| 3Y | +47.2% | -77.4% | +124.6% | +97.3% |
| All | +97.4% | -74.6% | +171.9% | +138.5% |
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 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