+105.5%
B vs STLA
-74.6%
+180.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -7.3% | -13.8% | +6.4% | -5.6% |
| 30D | -3.3% | -10.5% | +7.2% | -2.0% |
| 3M | -7.8% | -28.9% | +21.1% | -4.1% |
| 6M | -15.5% | -49.7% | +34.2% | -8.9% |
| YTD | -12.3% | -64.9% | +52.7% | -2.9% |
| 1Y | +5.4% | -64.0% | +69.4% | +16.0% |
| 3Y | +165.5% | -77.4% | +243.0% | +208.3% |
| All | +105.5% | -74.6% | +180.1% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling