+337.2%
IR vs STLA
-33.9%
+371.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +2.5% |
| 7D | +4.3% | -13.1% | +17.3% | +9.5% |
| 30D | +8.1% | -13.3% | +21.3% | +12.9% |
| 3M | +0.7% | -27.9% | +28.5% | +11.8% |
| 6M | +16.6% | -47.8% | +64.5% | +45.2% |
| YTD | +7.8% | -64.6% | +72.3% | +51.6% |
| 1Y | +9.9% | -64.0% | +73.9% | +52.9% |
| 3Y | +25.2% | -76.8% | +102.1% | +95.9% |
| 5Y | +46.8% | -74.2% | +121.0% | +110.3% |
| All | +337.2% | -33.9% | +371.1% | +338.7% |
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