-47.8%
CLF vs STLA
-62.4%
+14.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | +7.6% | +2.6% | +5.0% | +6.3% |
| 30D | -1.2% | -1.2% | +0.1% | -1.2% |
| 3M | -13.4% | -24.8% | +11.4% | -2.7% |
| 6M | +15.4% | -25.6% | +41.0% | +29.8% |
| YTD | -5.9% | -48.9% | +43.1% | +21.3% |
| 1Y | +18.8% | -38.8% | +57.6% | +37.8% |
| 3Y | -19.4% | -64.5% | +45.1% | +14.3% |
| All | -47.8% | -62.4% | +14.6% | -31.7% |
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