+137.8%
AS vs STLA
-77.9%
+215.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.6% |
| 7D | +4.5% | -4.9% | +9.4% | +6.3% |
| 30D | +13.2% | -4.9% | +18.1% | +14.7% |
| 3M | -11.9% | -23.7% | +11.7% | -4.2% |
| 6M | -11.6% | -45.0% | +33.4% | +7.1% |
| YTD | -14.7% | -60.9% | +46.2% | +13.5% |
| 1Y | +5.7% | -58.9% | +64.6% | +36.8% |
| All | +137.8% | -77.9% | +215.7% | +252.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling