+166.2%
F vs STLA
+263.8%
-97.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | +5.3% | +2.6% | +2.7% | +4.4% |
| 30D | +4.6% | -1.2% | +5.8% | +4.9% |
| 3M | -3.7% | -24.8% | +21.1% | +5.8% |
| 6M | +16.8% | -25.6% | +42.4% | +28.8% |
| YTD | +15.3% | -48.9% | +64.2% | +42.0% |
| 1Y | +31.0% | -38.8% | +69.8% | +50.0% |
| 3Y | +45.4% | -64.5% | +110.0% | +96.8% |
| 5Y | +54.7% | -62.4% | +117.1% | +104.2% |
| 10Y | +98.2% | +55.4% | +42.8% | +89.1% |
| All | +166.2% | +263.8% | -97.7% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling