+325.3%
IR vs STLA
-24.1%
+349.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | -4.5% | +8.2% | +5.3% |
| 30D | +7.4% | -3.9% | +11.3% | +8.3% |
| 3M | -5.9% | -20.2% | +14.3% | +0.8% |
| 6M | +5.6% | -42.2% | +47.7% | +26.8% |
| YTD | +4.8% | -59.3% | +64.2% | +40.4% |
| 1Y | +6.9% | -56.1% | +63.0% | +38.1% |
| 3Y | +27.6% | -73.7% | +101.2% | +90.8% |
| 5Y | +45.8% | -70.3% | +116.1% | +98.7% |
| All | +325.3% | -24.1% | +349.4% | +306.4% |
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 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