+19.7%
COMP vs STLA
-56.7%
+76.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +11.0% | +10.8% |
| 7D | +13.4% | -4.5% | +18.0% | +15.1% |
| 30D | +11.1% | -3.9% | +15.0% | +12.5% |
| 3M | -18.8% | -20.2% | +1.3% | -13.2% |
| 6M | +10.5% | -42.2% | +52.7% | +29.5% |
| YTD | -3.4% | -59.3% | +55.9% | +14.8% |
| 1Y | +19.7% | -56.1% | +75.7% | +33.7% |
| All | +19.7% | -56.7% | +76.4% | +33.7% |
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 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