+248.2%
IBM vs STLA
+263.8%
-15.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.7% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | -21.6% | -24.8% | +3.2% | -18.3% |
| 6M | -4.7% | -25.6% | +20.9% | -0.9% |
| YTD | -19.1% | -48.9% | +29.9% | -11.5% |
| 1Y | -2.5% | -38.8% | +36.3% | +2.9% |
| 3Y | +74.2% | -64.5% | +138.7% | +96.4% |
| 5Y | +113.1% | -62.4% | +175.6% | +133.2% |
| 10Y | +133.5% | +55.4% | +78.1% | +106.7% |
| All | +248.2% | +263.8% | -15.6% | +189.2% |
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