+11.4%
B vs STLA
-61.0%
+72.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.9% |
| 7D | -2.7% | -11.6% | +8.9% | -0.5% |
| 30D | -4.3% | -6.2% | +1.8% | -3.2% |
| 3M | -2.3% | -24.6% | +22.3% | +2.1% |
| 6M | -16.2% | -44.9% | +28.7% | -8.4% |
| YTD | -8.8% | -62.3% | +53.4% | -0.7% |
| 1Y | +11.4% | -61.8% | +73.2% | +20.3% |
| All | +11.4% | -61.0% | +72.4% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling