+21.8%
EL vs STLA
-64.2%
+86.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | 0.0% |
| 7D | +2.7% | -13.1% | +15.7% | +6.4% |
| 30D | +10.8% | -13.3% | +24.1% | +14.6% |
| 3M | +26.5% | -27.9% | +54.3% | +37.5% |
| 6M | +31.1% | -47.8% | +79.0% | +54.2% |
| YTD | +6.6% | -64.6% | +71.2% | +41.9% |
| 1Y | +21.8% | -64.0% | +85.8% | +59.7% |
| All | +21.8% | -64.2% | +86.0% | +59.7% |
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