+82.6%
ED vs STLA
-74.6%
+157.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +2.1% | -13.8% | +15.8% | +2.3% |
| 30D | +10.4% | -10.5% | +20.9% | +10.6% |
| 3M | +12.5% | -28.9% | +41.4% | +13.1% |
| 6M | +14.9% | -49.7% | +64.7% | +16.1% |
| YTD | +24.8% | -64.9% | +89.8% | +27.0% |
| 1Y | +23.8% | -64.0% | +87.9% | +25.9% |
| 3Y | +51.6% | -77.4% | +129.1% | +58.6% |
| All | +82.6% | -74.6% | +157.2% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling