+237.5%
D vs STLA
+189.9%
+47.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +3.0% | -4.5% | +7.5% | +3.3% |
| 30D | +11.5% | -3.9% | +15.4% | +11.7% |
| 3M | +3.7% | -20.2% | +23.9% | +5.0% |
| 6M | +13.5% | -42.2% | +55.7% | +17.2% |
| YTD | +20.7% | -59.3% | +80.0% | +27.1% |
| 1Y | +18.2% | -56.1% | +74.3% | +23.7% |
| 3Y | +73.3% | -73.7% | +147.0% | +85.3% |
| 5Y | +12.3% | -70.3% | +82.5% | +18.0% |
| 10Y | +43.4% | +23.1% | +20.3% | +37.5% |
| All | +237.5% | +189.9% | +47.7% | +208.9% |
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