+24.9%
ESI vs STLA
-64.5%
+89.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +5.5% | -13.8% | +19.3% | +7.8% |
| 30D | -7.8% | -10.5% | +2.8% | -6.5% |
| 3M | -15.0% | -28.9% | +13.9% | -10.7% |
| 6M | -24.9% | -49.7% | +24.8% | -16.0% |
| YTD | +33.2% | -64.9% | +98.1% | +56.4% |
| 1Y | +24.9% | -64.0% | +89.0% | +42.6% |
| All | +24.9% | -64.5% | +89.4% | +42.6% |
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