+16.3%
FIX vs STLA
-64.2%
+80.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -2.3% |
| 7D | +17.0% | -13.1% | +30.1% | +18.4% |
| 30D | -30.6% | -13.3% | -17.3% | -29.9% |
| 3M | -35.0% | -27.9% | -7.2% | -33.6% |
| 6M | -44.0% | -47.8% | +3.9% | -40.5% |
| YTD | +21.1% | -64.6% | +85.7% | +27.8% |
| 1Y | +16.3% | -64.0% | +80.2% | +21.6% |
| All | +16.3% | -64.2% | +80.4% | +21.6% |
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