+1,523.4%
IDXX vs STLA
+253.3%
+1,270.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 6M | -16.0% | -21.6% | +5.7% | -12.7% |
| YTD | -25.4% | -50.4% | +25.0% | -16.6% |
| 1Y | -21.8% | -43.6% | +21.8% | -15.0% |
| 3Y | +7.0% | -66.4% | +73.4% | +24.7% |
| 5Y | -26.0% | -62.3% | +36.4% | -16.8% |
| 10Y | +358.9% | +51.8% | +307.1% | +316.5% |
| All | +1,523.4% | +253.3% | +1,270.0% | +1,294.9% |
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