+17.1%
D vs STLA
-59.1%
+76.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | +2.4% | -4.9% | +7.3% | +2.5% |
| 30D | +10.9% | -4.9% | +15.8% | +11.1% |
| 3M | +2.8% | -23.7% | +26.5% | +3.3% |
| 6M | +12.7% | -45.0% | +57.7% | +13.6% |
| YTD | +20.3% | -60.9% | +81.2% | +22.3% |
| 1Y | +17.1% | -58.9% | +76.0% | +19.6% |
| All | +17.1% | -59.1% | +76.2% | +19.6% |
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