+13.8%
FIX vs STLA
-59.1%
+72.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | -0.4% |
| 7D | -13.9% | -4.9% | -9.0% | -13.5% |
| 30D | -35.5% | -4.9% | -30.6% | -35.4% |
| 3M | -33.9% | -23.7% | -10.3% | -32.8% |
| 6M | -43.3% | -45.0% | +1.7% | -40.4% |
| YTD | +18.7% | -60.9% | +79.5% | +23.0% |
| 1Y | +13.8% | -58.9% | +72.6% | +15.7% |
| All | +13.8% | -59.1% | +72.9% | +15.7% |
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