-7.0%
IBM vs STLA
-40.1%
+33.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -1.5% | -2.4% | +0.9% | -1.5% |
| 3M | -16.8% | -23.9% | +7.1% | -15.8% |
| 6M | -9.0% | -24.6% | +15.6% | -8.2% |
| YTD | -20.1% | -50.5% | +30.5% | -17.5% |
| 1Y | -7.0% | -39.8% | +32.8% | -4.5% |
| All | -7.0% | -40.1% | +33.1% | -4.5% |
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