-15.8%
F vs STLA
-70.1%
+54.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.6% | -4.5% | +6.1% | +3.9% |
| 30D | +2.6% | -3.9% | +6.5% | +4.1% |
| 3M | -8.8% | -20.2% | +11.4% | +1.2% |
| 6M | +4.6% | -42.2% | +46.8% | +36.6% |
| YTD | -1.9% | -59.3% | +57.4% | +49.0% |
| 1Y | -0.8% | -56.1% | +55.3% | +43.4% |
| 3Y | +43.5% | -73.7% | +117.1% | +168.8% |
| All | -15.8% | -70.1% | +54.2% | +39.5% |
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 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