-54.2%
COMP vs STLA
-65.1%
+10.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.7% | -5.9% |
| 7D | -1.8% | -5.5% | +3.7% | +1.2% |
| 30D | -0.8% | -3.7% | +2.9% | +0.4% |
| 3M | -28.1% | -21.1% | -7.0% | -19.9% |
| 6M | +27.0% | -38.3% | +65.3% | +60.0% |
| YTD | -12.8% | -59.2% | +46.5% | +31.4% |
| 1Y | +4.9% | -56.7% | +61.6% | +51.3% |
| 3Y | +321.0% | -74.3% | +395.3% | +683.0% |
| 5Y | -25.6% | -70.2% | +44.6% | +5.2% |
| All | -54.2% | -65.1% | +10.8% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling