-29.4%
EL vs STLA
-64.4%
+35.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.6% |
| 7D | +0.8% | +2.6% | -1.8% | -0.1% |
| 30D | +19.8% | -1.2% | +21.1% | +20.2% |
| 3M | +25.7% | -24.8% | +50.5% | +36.6% |
| 6M | +5.4% | -25.6% | +31.0% | +14.5% |
| YTD | +0.2% | -48.9% | +49.2% | +21.6% |
| 1Y | +20.4% | -38.8% | +59.2% | +35.9% |
| All | -29.4% | -64.4% | +35.0% | -20.6% |
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