+138.2%
IBM vs STLA
-70.1%
+208.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -5.0% | -4.5% | -0.4% | -4.4% |
| 30D | +11.1% | -3.9% | +15.0% | +11.5% |
| 3M | +5.7% | -20.2% | +25.9% | +8.6% |
| 6M | +10.1% | -42.2% | +52.3% | +17.6% |
| YTD | -15.6% | -59.3% | +43.7% | -6.0% |
| 1Y | -19.5% | -56.1% | +36.5% | -11.7% |
| 3Y | +80.4% | -73.7% | +154.0% | +108.4% |
| All | +138.2% | -70.1% | +208.3% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling