+224.6%
ESI vs STLA
+87.4%
+137.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -14.1% | -24.8% | +10.7% | -4.6% |
| 6M | +6.6% | -25.6% | +32.1% | +18.1% |
| YTD | +45.0% | -48.9% | +94.0% | +81.9% |
| 1Y | +41.5% | -38.8% | +80.2% | +63.0% |
| 3Y | +78.8% | -64.5% | +143.3% | +146.8% |
| 5Y | +70.9% | -62.4% | +133.3% | +124.6% |
| 10Y | +317.1% | +55.4% | +261.7% | +194.9% |
| All | +224.6% | +87.4% | +137.2% | +129.0% |
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