+3.2%
EL vs STLA
-74.0%
+77.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +0.8% | -4.5% | +5.3% | +2.2% |
| 30D | +16.5% | -3.9% | +20.4% | +17.5% |
| 3M | +29.2% | -20.2% | +49.4% | +37.6% |
| 6M | +27.9% | -42.2% | +70.1% | +50.0% |
| YTD | +6.2% | -59.3% | +65.5% | +37.6% |
| 1Y | +27.2% | -56.1% | +83.2% | +60.1% |
| 3Y | +3.2% | -73.7% | +76.9% | +25.2% |
| All | +3.2% | -74.0% | +77.3% | +25.2% |
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