+373.9%
EL vs STLA
+189.9%
+184.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +0.8% | -4.5% | +5.3% | +1.8% |
| 30D | +16.5% | -3.9% | +20.4% | +17.2% |
| 3M | +29.2% | -20.2% | +49.4% | +35.1% |
| 6M | +27.9% | -42.2% | +70.1% | +43.3% |
| YTD | +6.2% | -59.3% | +65.5% | +27.2% |
| 1Y | +27.2% | -56.1% | +83.2% | +49.5% |
| 3Y | +3.2% | -73.7% | +76.9% | +31.4% |
| 5Y | -66.0% | -70.3% | +4.3% | -58.4% |
| 10Y | +58.3% | +23.1% | +35.3% | +55.9% |
| All | +373.9% | +189.9% | +184.1% | +333.0% |
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