+383.7%
EL vs STLA
+168.9%
+214.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -0.2% |
| 7D | +0.3% | -11.6% | +11.9% | +3.0% |
| 30D | +12.3% | -6.2% | +18.4% | +13.5% |
| 3M | +28.4% | -24.6% | +53.0% | +36.0% |
| 6M | +36.7% | -44.9% | +81.6% | +54.8% |
| YTD | +8.4% | -62.3% | +70.6% | +31.9% |
| 1Y | +25.4% | -61.8% | +87.2% | +52.1% |
| 3Y | +3.4% | -75.3% | +78.8% | +33.6% |
| 5Y | -64.8% | -72.5% | +7.7% | -56.2% |
| 10Y | +63.0% | +0.8% | +62.2% | +65.1% |
| All | +383.7% | +168.9% | +214.8% | +349.3% |
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