+74.2%
AR vs STLA
-70.1%
+144.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -14.3% | -4.5% | -9.7% | -13.6% |
| 30D | +1.4% | -3.9% | +5.3% | +1.9% |
| 3M | +3.4% | -20.2% | +23.6% | +7.4% |
| 6M | -2.1% | -42.2% | +40.1% | +8.1% |
| YTD | +4.7% | -59.3% | +64.0% | +23.9% |
| 1Y | +10.6% | -56.1% | +66.6% | +27.6% |
| 3Y | +24.6% | -73.7% | +98.2% | +61.9% |
| All | +74.2% | -70.1% | +144.3% | +101.5% |
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