+280.6%
CME vs STLA
+46.8%
+233.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +4.7% | -5.2% | +9.9% | +5.3% |
| 3M | +7.8% | -24.9% | +32.7% | +11.4% |
| 6M | -11.0% | -25.2% | +14.2% | -8.4% |
| YTD | +4.0% | -51.4% | +55.4% | +12.6% |
| 1Y | +9.1% | -40.7% | +49.8% | +13.8% |
| 3Y | +52.3% | -66.3% | +118.5% | +68.8% |
| 5Y | +76.1% | -63.2% | +139.3% | +86.5% |
| 10Y | +280.6% | +48.7% | +231.9% | +204.3% |
| All | +280.6% | +46.8% | +233.8% | +204.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling