+93.1%
DD vs STLA
-73.7%
+166.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.9% |
| 7D | +9.8% | -6.4% | +16.2% | +11.6% |
| 30D | +19.3% | -1.3% | +20.7% | +19.1% |
| 3M | +9.4% | -19.9% | +29.3% | +15.4% |
| 6M | +4.8% | -42.9% | +47.7% | +21.9% |
| YTD | +30.2% | -59.4% | +89.7% | +65.5% |
| 1Y | +32.2% | -56.8% | +89.1% | +63.5% |
| 3Y | +93.1% | -73.1% | +166.2% | +147.9% |
| All | +93.1% | -73.7% | +166.8% | +147.9% |
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 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