+24.9%
ESI vs STLA
-53.0%
+77.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.8% | -8.4% | -5.2% |
| 7D | -6.6% | -0.6% | -5.9% | -6.5% |
| 30D | -10.9% | +3.6% | -14.5% | -11.5% |
| 3M | -13.8% | -20.6% | +6.8% | -10.7% |
| 6M | -21.5% | -34.3% | +12.8% | -15.6% |
| YTD | +34.7% | -57.3% | +92.0% | +53.0% |
| 1Y | +24.9% | -52.6% | +77.5% | +30.4% |
| All | +24.9% | -53.0% | +77.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling