-16.0%
IDXX vs STLA
-22.4%
+6.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.6% | -0.8% |
| 7D | -5.7% | -2.9% | -2.9% | -5.2% |
| 30D | -11.5% | +0.9% | -12.5% | -11.8% |
| 3M | -9.5% | -21.6% | +12.1% | -5.4% |
| 6M | -16.0% | -21.6% | +5.7% | -12.3% |
| All | -16.0% | -22.4% | +6.5% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling