+53.9%
F vs STLA
-62.4%
+116.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | +5.3% | +2.6% | +2.7% | +3.9% |
| 30D | +4.6% | -1.2% | +5.8% | +5.0% |
| 3M | -3.7% | -24.8% | +21.1% | +10.7% |
| 6M | +16.8% | -25.6% | +42.4% | +34.9% |
| YTD | +15.3% | -48.9% | +64.2% | +57.3% |
| 1Y | +31.0% | -38.8% | +69.8% | +57.5% |
| 3Y | +45.4% | -64.5% | +110.0% | +132.1% |
| All | +53.9% | -62.4% | +116.3% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling