+7.6%
COMP vs STLA
-64.5%
+72.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | 0.0% | -13.8% | +13.8% | +4.3% |
| 30D | +16.6% | -10.5% | +27.1% | +20.4% |
| 3M | -23.5% | -28.9% | +5.3% | -15.6% |
| 6M | +25.7% | -49.7% | +75.5% | +52.4% |
| YTD | -3.4% | -64.9% | +61.5% | +17.0% |
| 1Y | +7.6% | -64.0% | +71.6% | +28.8% |
| All | +7.6% | -64.5% | +72.1% | +28.8% |
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