-8.7%
COMP vs STLA
-74.6%
+65.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | 0.0% | -13.8% | +13.8% | +7.9% |
| 30D | +16.6% | -10.5% | +27.1% | +22.4% |
| 3M | -23.5% | -28.9% | +5.3% | -9.9% |
| 6M | +25.7% | -49.7% | +75.5% | +76.7% |
| YTD | -3.4% | -64.9% | +61.5% | +59.4% |
| 1Y | +7.6% | -64.0% | +71.6% | +73.1% |
| 3Y | +423.6% | -77.4% | +501.0% | +955.6% |
| All | -8.7% | -74.6% | +65.9% | +32.4% |
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