+8.8%
COMP vs STLA
-61.0%
+69.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.7% |
| 7D | +2.2% | -11.6% | +13.8% | +6.0% |
| 30D | +16.3% | -6.2% | +22.5% | +18.5% |
| 3M | -19.1% | -24.6% | +5.4% | -12.3% |
| 6M | +17.1% | -44.9% | +62.0% | +38.3% |
| YTD | -2.9% | -62.3% | +59.3% | +15.2% |
| 1Y | +8.8% | -61.8% | +70.6% | +27.5% |
| All | +8.8% | -61.0% | +69.8% | +27.5% |
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