+105.9%
C vs STLA
-70.1%
+176.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | -4.5% | +2.1% | -1.2% |
| 30D | -6.0% | -3.9% | -2.1% | -5.3% |
| 3M | -10.5% | -20.2% | +9.6% | -5.9% |
| 6M | -5.7% | -42.2% | +36.5% | +7.7% |
| YTD | +4.1% | -59.3% | +63.5% | +29.4% |
| 1Y | +20.5% | -56.1% | +76.5% | +45.2% |
| 3Y | +208.1% | -73.7% | +281.8% | +321.4% |
| All | +105.9% | -70.1% | +176.0% | +147.8% |
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