-29.9%
COMP vs STLA
-62.4%
+32.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.1% |
| 7D | +1.4% | +2.6% | -1.2% | 0.0% |
| 30D | -13.3% | -1.2% | -12.1% | -12.9% |
| 3M | +41.1% | -24.8% | +65.9% | +62.6% |
| 6M | +17.2% | -25.6% | +42.7% | +36.3% |
| YTD | +5.2% | -48.9% | +54.1% | +44.3% |
| 1Y | +18.9% | -38.8% | +57.7% | +41.6% |
| 3Y | +215.9% | -64.5% | +280.4% | +391.7% |
| All | -29.9% | -62.4% | +32.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling