+347.2%
EL vs STLA
+263.8%
+83.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.7% |
| 7D | +0.8% | +2.6% | -1.8% | +0.2% |
| 30D | +19.8% | -1.2% | +21.1% | +20.2% |
| 3M | +25.7% | -24.8% | +50.5% | +33.6% |
| 6M | +5.4% | -25.6% | +31.0% | +11.9% |
| YTD | +0.2% | -48.9% | +49.2% | +14.7% |
| 1Y | +20.4% | -38.8% | +59.2% | +31.7% |
| 3Y | -32.1% | -64.5% | +32.4% | -18.7% |
| 5Y | -67.2% | -62.4% | -4.7% | -61.7% |
| 10Y | +31.7% | +55.4% | -23.6% | +23.8% |
| All | +347.2% | +263.8% | +83.4% | +290.6% |
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 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