+23.7%
EXC vs STLA
-64.3%
+88.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | +0.3% | +2.6% | -2.3% | +0.3% |
| 30D | -3.7% | -1.2% | -2.5% | -3.7% |
| 3M | -1.3% | -24.8% | +23.5% | -1.1% |
| 6M | -9.7% | -25.6% | +15.9% | -9.6% |
| YTD | +2.9% | -48.9% | +51.8% | +3.3% |
| 1Y | +4.4% | -38.8% | +43.2% | +4.4% |
| All | +23.7% | -64.3% | +88.0% | +24.5% |
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