+13.7%
COMP vs STLA
-59.1%
+72.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.6% | -3.8% | -6.3% |
| 7D | +7.2% | -4.9% | +12.1% | +9.1% |
| 30D | +6.4% | -4.9% | +11.3% | +8.1% |
| 3M | -19.4% | -23.7% | +4.2% | -12.6% |
| 6M | +14.6% | -45.0% | +59.5% | +36.3% |
| YTD | -5.5% | -60.9% | +55.4% | +13.5% |
| 1Y | +13.7% | -58.9% | +72.5% | +31.6% |
| All | +13.7% | -59.1% | +72.8% | +31.6% |
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