+27.7%
EXC vs STLA
-74.0%
+101.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -2.0% |
| 7D | -1.2% | -4.5% | +3.4% | -1.1% |
| 30D | +10.0% | -3.9% | +13.9% | +10.0% |
| 3M | +1.6% | -20.2% | +21.8% | +1.6% |
| 6M | +3.3% | -42.2% | +45.4% | +3.3% |
| YTD | +7.6% | -59.3% | +66.9% | +7.6% |
| 1Y | +3.5% | -56.1% | +59.5% | +3.4% |
| 3Y | +27.7% | -73.7% | +101.3% | +29.5% |
| All | +27.7% | -74.0% | +101.7% | +29.5% |
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