+53.5%
F vs STLA
-73.7%
+127.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | -6.4% | +5.7% | +2.0% |
| 30D | +2.9% | -1.3% | +4.2% | +3.0% |
| 3M | -9.5% | -19.9% | +10.5% | -1.6% |
| 6M | +4.0% | -42.9% | +46.9% | +29.6% |
| YTD | -1.3% | -59.4% | +58.1% | +37.7% |
| 1Y | -1.9% | -56.8% | +54.9% | +32.4% |
| 3Y | +53.5% | -73.1% | +126.5% | +145.1% |
| All | +53.5% | -73.7% | +127.2% | +145.1% |
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