+44.9%
IR vs STLA
-74.6%
+119.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +2.5% | -13.8% | +16.3% | +7.1% |
| 30D | +9.2% | -10.5% | +19.7% | +12.2% |
| 3M | +0.9% | -28.9% | +29.8% | +10.8% |
| 6M | +19.2% | -49.7% | +69.0% | +45.6% |
| YTD | +7.5% | -64.9% | +72.4% | +44.8% |
| 1Y | +11.7% | -64.0% | +75.8% | +48.6% |
| 3Y | +23.9% | -77.4% | +101.3% | +84.8% |
| All | +44.9% | -74.6% | +119.4% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling