+203.3%
EQT vs STLA
+245.5%
-42.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.2% | -3.8% | +2.7% | -0.5% |
| 30D | +1.1% | -3.1% | +4.2% | +1.5% |
| 3M | +4.8% | -19.6% | +24.4% | +8.3% |
| 6M | -10.6% | -23.5% | +12.9% | -7.5% |
| YTD | +3.4% | -51.5% | +55.0% | +14.8% |
| 1Y | +8.7% | -39.7% | +48.3% | +15.1% |
| 3Y | +35.0% | -66.3% | +101.3% | +55.1% |
| 5Y | +204.2% | -63.1% | +267.4% | +238.0% |
| 10Y | +52.5% | +48.5% | +4.0% | +33.3% |
| All | +203.3% | +245.5% | -42.2% | +166.0% |
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