+11.5%
CLF vs STLA
-40.1%
+51.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.0% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +0.2% | -2.4% | +2.6% | +0.7% |
| 3M | -3.1% | -23.9% | +20.8% | +3.2% |
| 6M | +25.0% | -24.6% | +49.6% | +33.5% |
| YTD | -7.5% | -50.5% | +43.1% | +6.2% |
| 1Y | +11.5% | -39.8% | +51.4% | +23.9% |
| All | +11.5% | -40.1% | +51.6% | +23.9% |
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