+122.9%
FIX vs STLA
-38.0%
+160.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +6.0% | +2.6% | +3.4% | +5.7% |
| 30D | -7.2% | -1.2% | -6.0% | -7.1% |
| 3M | -15.9% | -24.8% | +8.9% | -12.0% |
| 6M | +12.7% | -25.6% | +38.3% | +17.2% |
| YTD | +72.8% | -48.9% | +121.7% | +85.9% |
| 1Y | +122.9% | -38.8% | +161.7% | +133.4% |
| All | +122.9% | -38.0% | +160.9% | +133.4% |
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