+195.2%
ESI vs STLA
+43.6%
+151.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.8% |
| 7D | -6.6% | -4.9% | -1.7% | -4.8% |
| 30D | -9.8% | -4.9% | -4.9% | -8.7% |
| 3M | -11.9% | -23.7% | +11.7% | -3.7% |
| 6M | -25.1% | -45.0% | +19.9% | -7.3% |
| YTD | +31.9% | -60.9% | +92.8% | +81.4% |
| 1Y | +19.2% | -58.9% | +78.1% | +60.2% |
| 3Y | +76.2% | -74.4% | +150.6% | +174.6% |
| 5Y | +39.4% | -71.5% | +110.9% | +102.1% |
| 10Y | +304.9% | +5.3% | +299.6% | +230.5% |
| All | +195.2% | +43.6% | +151.7% | +128.3% |
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