-18.7%
IBM vs STLA
-61.0%
+42.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.7% |
| 7D | -1.7% | -11.6% | +9.9% | -1.0% |
| 30D | +10.1% | -6.2% | +16.3% | +10.4% |
| 3M | +4.8% | -24.6% | +29.4% | +5.8% |
| 6M | +12.6% | -44.9% | +57.5% | +14.5% |
| YTD | -13.9% | -62.3% | +48.4% | -11.6% |
| 1Y | -18.7% | -61.8% | +43.1% | -17.1% |
| All | -18.7% | -61.0% | +42.3% | -17.1% |
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