-16.4%
IDXX vs STLA
-38.0%
+21.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -3.5% | +2.6% | -6.1% | -3.9% |
| 30D | -8.4% | -1.2% | -7.2% | -8.4% |
| 3M | -5.2% | -24.8% | +19.6% | -1.9% |
| 6M | -17.5% | -25.6% | +8.1% | -14.6% |
| YTD | -20.9% | -48.9% | +28.1% | -15.1% |
| 1Y | -16.4% | -38.8% | +22.4% | -15.4% |
| All | -16.4% | -38.0% | +21.6% | -15.4% |
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