+14.4%
FIX vs STLA
-53.0%
+67.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.8% | -18.9% | -15.4% |
| 7D | -18.9% | -0.6% | -18.3% | -18.9% |
| 30D | -36.3% | +3.6% | -39.9% | -36.7% |
| 3M | -38.5% | -20.6% | -17.9% | -37.6% |
| 6M | -42.3% | -34.3% | -7.9% | -39.8% |
| YTD | +17.1% | -57.3% | +74.4% | +22.0% |
| 1Y | +14.4% | -52.6% | +67.0% | +14.8% |
| All | +14.4% | -53.0% | +67.4% | +14.8% |
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 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