+65.9%
EW vs STLA
-77.1%
+143.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +4.9% | -13.8% | +18.7% | +6.9% |
| 30D | +23.9% | -10.5% | +34.5% | +25.5% |
| 3M | +15.8% | -28.9% | +44.6% | +20.7% |
| 6M | +31.7% | -49.7% | +81.4% | +44.1% |
| YTD | +25.7% | -64.9% | +90.6% | +44.6% |
| 1Y | +24.4% | -64.0% | +88.5% | +42.2% |
| 3Y | +65.9% | -77.4% | +143.3% | +121.5% |
| All | +65.9% | -77.1% | +143.0% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling