+423.4%
ED vs STLA
+189.9%
+233.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.4% |
| 7D | +1.6% | -4.5% | +6.2% | +1.8% |
| 30D | +13.3% | -3.9% | +17.2% | +13.4% |
| 3M | +9.7% | -20.2% | +29.9% | +10.3% |
| 6M | +12.8% | -42.2% | +55.0% | +14.5% |
| YTD | +22.3% | -59.3% | +81.6% | +25.3% |
| 1Y | +26.3% | -56.1% | +82.3% | +29.0% |
| 3Y | +45.0% | -73.7% | +118.7% | +50.2% |
| 5Y | +80.2% | -70.3% | +150.5% | +84.3% |
| 10Y | +129.9% | +23.1% | +106.8% | +124.4% |
| All | +423.4% | +189.9% | +233.5% | +396.5% |
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