+22.6%
D vs STLA
-53.0%
+75.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.7% | +4.4% |
| 7D | +8.5% | -0.6% | +9.2% | +8.5% |
| 30D | +14.3% | +3.6% | +10.7% | +14.3% |
| 3M | +1.8% | -20.6% | +22.4% | +2.1% |
| 6M | +13.0% | -34.3% | +47.4% | +13.6% |
| YTD | +22.7% | -57.3% | +80.0% | +24.6% |
| 1Y | +22.6% | -52.6% | +75.3% | +25.1% |
| All | +22.6% | -53.0% | +75.6% | +25.1% |
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 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