+263.2%
IBM vs STLA
+189.9%
+73.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -5.0% | -4.5% | -0.4% | -4.3% |
| 30D | +11.1% | -3.9% | +15.0% | +11.6% |
| 3M | +5.7% | -20.2% | +25.9% | +9.1% |
| 6M | +10.1% | -42.2% | +52.3% | +19.0% |
| YTD | -15.6% | -59.3% | +43.7% | -4.6% |
| 1Y | -19.5% | -56.1% | +36.5% | -10.3% |
| 3Y | +80.4% | -73.7% | +154.0% | +112.9% |
| 5Y | +140.0% | -70.3% | +210.3% | +171.8% |
| 10Y | +155.0% | +23.1% | +131.9% | +133.4% |
| All | +263.2% | +189.9% | +73.3% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling