-20.1%
AS vs STLA
-26.6%
+6.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.9% |
| 7D | -4.9% | +2.6% | -7.5% | -6.1% |
| 30D | -19.6% | -1.2% | -18.4% | -19.0% |
| 3M | -14.4% | -24.8% | +10.4% | +0.1% |
| 6M | -20.1% | -25.6% | +5.4% | -9.0% |
| All | -20.1% | -26.6% | +6.5% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling