+35.1%
DD vs STLA
-41.2%
+76.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.2% |
| 7D | -3.8% | +0.4% | -4.1% | -3.9% |
| 30D | -9.2% | -5.2% | -4.0% | -8.4% |
| 3M | -9.0% | -24.9% | +15.9% | -4.1% |
| 6M | -5.0% | -25.2% | +20.2% | -0.3% |
| YTD | +7.4% | -51.4% | +58.8% | +20.2% |
| 1Y | +35.1% | -40.7% | +75.8% | +40.3% |
| All | +35.1% | -41.2% | +76.3% | +40.3% |
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