-30.6%
AR vs STLA
+46.9%
-77.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -14.3% | -4.5% | -9.7% | -13.3% |
| 30D | +1.4% | -3.9% | +5.3% | +2.0% |
| 3M | +3.4% | -20.2% | +23.6% | +8.9% |
| 6M | -2.1% | -42.2% | +40.1% | +12.0% |
| YTD | +4.7% | -59.3% | +64.0% | +29.5% |
| 1Y | +10.6% | -56.1% | +66.6% | +33.1% |
| 3Y | +24.6% | -73.7% | +98.2% | +68.7% |
| 5Y | +71.9% | -70.3% | +142.2% | +116.6% |
| 10Y | +46.4% | +23.1% | +23.3% | +28.6% |
| All | -30.6% | +46.9% | -77.5% | -35.7% |
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