+76.0%
D vs STLA
-75.4%
+151.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | -0.2% |
| 7D | -2.4% | -11.6% | +9.2% | -1.7% |
| 30D | +9.0% | -6.2% | +15.1% | +9.3% |
| 3M | +1.0% | -24.6% | +25.5% | +2.5% |
| 6M | +11.0% | -44.9% | +55.9% | +14.8% |
| YTD | +19.8% | -62.3% | +82.0% | +26.9% |
| 1Y | +16.0% | -61.8% | +77.8% | +22.6% |
| All | +76.0% | -75.4% | +151.4% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling