+494.2%
FIX vs STLA
-77.1%
+571.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | +9.4% | -13.8% | +23.2% | +13.3% |
| 30D | -27.8% | -10.5% | -17.2% | -26.1% |
| 3M | -35.6% | -28.9% | -6.7% | -30.7% |
| 6M | -45.2% | -49.7% | +4.5% | -35.5% |
| YTD | +19.5% | -64.9% | +84.4% | +51.7% |
| 1Y | +24.2% | -64.0% | +88.3% | +56.1% |
| 3Y | +494.2% | -77.4% | +571.6% | +670.6% |
| All | +494.2% | -77.1% | +571.3% | +670.6% |
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 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