+40.3%
ESI vs STLA
-41.2%
+81.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | -3.8% | -5.2% | +1.4% | -2.8% |
| 3M | -13.1% | -24.9% | +11.7% | -7.6% |
| 6M | +11.3% | -25.2% | +36.5% | +18.0% |
| YTD | +44.1% | -51.4% | +95.5% | +66.3% |
| 1Y | +40.3% | -40.7% | +81.0% | +46.8% |
| All | +40.3% | -41.2% | +81.6% | +46.8% |
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