+420.4%
FIX vs STLA
-74.0%
+494.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -10.5% |
| 7D | -27.2% | -5.5% | -21.7% | -26.3% |
| 30D | -46.9% | -3.7% | -43.2% | -46.6% |
| 3M | -44.4% | -21.1% | -23.3% | -41.6% |
| 6M | -50.9% | -38.3% | -12.6% | -45.0% |
| YTD | +3.5% | -59.2% | +62.8% | +26.9% |
| 1Y | -2.1% | -56.7% | +54.6% | +17.2% |
| All | +420.4% | -74.0% | +494.4% | +544.3% |
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