+200.4%
B vs STLA
-64.3%
+264.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | +2.6% | -4.2% | -1.9% |
| 30D | +9.4% | -1.2% | +10.7% | +9.4% |
| 3M | +5.0% | -24.8% | +29.7% | +7.9% |
| 6M | -3.5% | -25.6% | +22.0% | -1.0% |
| YTD | +4.5% | -48.9% | +53.4% | +9.7% |
| 1Y | +67.8% | -38.8% | +106.5% | +72.2% |
| All | +200.4% | -64.3% | +264.7% | +230.4% |
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