+75.7%
ESI vs STLA
-62.4%
+138.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.4% |
| 7D | +3.3% | +2.6% | +0.7% | +2.3% |
| 30D | -5.9% | -1.2% | -4.6% | -5.8% |
| 3M | -14.1% | -24.8% | +10.7% | -4.4% |
| 6M | +6.6% | -25.6% | +32.1% | +18.3% |
| YTD | +45.0% | -48.9% | +94.0% | +83.2% |
| 1Y | +41.5% | -38.8% | +80.2% | +62.4% |
| 3Y | +78.8% | -64.5% | +143.3% | +148.2% |
| All | +75.7% | -62.4% | +138.1% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling