+912.2%
CME vs STLA
+189.9%
+722.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.9% | -4.5% | +5.4% | +1.3% |
| 30D | +13.2% | -3.9% | +17.1% | +13.4% |
| 3M | +16.3% | -20.2% | +36.5% | +18.3% |
| 6M | +7.1% | -42.2% | +49.3% | +12.1% |
| YTD | +15.8% | -59.3% | +75.1% | +24.5% |
| 1Y | +17.1% | -56.1% | +73.1% | +24.6% |
| 3Y | +63.2% | -73.7% | +136.8% | +79.8% |
| 5Y | +70.2% | -70.3% | +140.5% | +81.8% |
| 10Y | +337.0% | +23.1% | +313.9% | +301.2% |
| All | +912.2% | +189.9% | +722.3% | +808.9% |
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 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