+884.8%
CI vs STLA
+189.9%
+695.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.6% | -4.5% | +3.0% | -0.9% |
| 30D | +5.4% | -3.9% | +9.3% | +5.8% |
| 3M | +7.3% | -20.2% | +27.4% | +10.4% |
| 6M | +5.3% | -42.2% | +47.5% | +13.5% |
| YTD | +8.5% | -59.3% | +67.8% | +22.1% |
| 1Y | +17.1% | -56.1% | +73.2% | +29.9% |
| 3Y | +1.4% | -73.7% | +75.1% | +19.1% |
| 5Y | +50.5% | -70.3% | +120.8% | +69.3% |
| 10Y | +168.5% | +23.1% | +145.5% | +140.8% |
| All | +884.8% | +189.9% | +695.0% | +745.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling