+448.7%
FIX vs STLA
-74.0%
+522.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.7% | +5.5% |
| 7D | -17.5% | -4.5% | -12.9% | -16.7% |
| 30D | -41.6% | -3.9% | -37.7% | -41.2% |
| 3M | -40.6% | -20.2% | -20.4% | -37.8% |
| 6M | -49.4% | -42.2% | -7.2% | -42.3% |
| YTD | +9.2% | -59.3% | +68.5% | +33.9% |
| 1Y | +6.5% | -56.1% | +62.5% | +26.8% |
| 3Y | +448.7% | -73.7% | +522.4% | +579.7% |
| All | +448.7% | -74.0% | +522.8% | +579.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling