-3.5%
F vs STLA
-59.1%
+55.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -0.6% |
| 7D | -0.2% | -4.9% | +4.7% | +1.5% |
| 30D | +0.9% | -4.9% | +5.8% | +2.5% |
| 3M | -11.3% | -23.7% | +12.3% | -2.9% |
| 6M | +2.0% | -45.0% | +47.0% | +24.6% |
| YTD | -3.2% | -60.9% | +57.7% | +24.9% |
| 1Y | -3.5% | -58.9% | +55.4% | +21.5% |
| All | -3.5% | -59.1% | +55.7% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling