+334.9%
COMP vs STLA
-74.0%
+408.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.7% | -6.7% |
| 7D | -1.8% | -5.5% | +3.7% | +0.1% |
| 30D | -0.8% | -3.7% | +2.9% | +0.2% |
| 3M | -28.1% | -21.1% | -7.0% | -22.7% |
| 6M | +27.0% | -38.3% | +65.3% | +47.8% |
| YTD | -12.8% | -59.2% | +46.5% | +12.6% |
| 1Y | +4.9% | -56.7% | +61.6% | +31.8% |
| All | +334.9% | -74.0% | +408.9% | +405.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling