-51.3%
IT vs STLA
-65.4%
+14.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.1% | -4.4% | -6.8% |
| 7D | -9.1% | +0.7% | -9.9% | -9.2% |
| 30D | -7.0% | -2.4% | -4.7% | -6.6% |
| 3M | +7.6% | -23.9% | +31.5% | +12.5% |
| 6M | +2.1% | -24.6% | +26.7% | +6.2% |
| YTD | -31.6% | -50.5% | +18.9% | -23.4% |
| 1Y | -29.9% | -39.8% | +9.9% | -25.6% |
| 3Y | -51.3% | -65.6% | +14.4% | -41.4% |
| All | -51.3% | -65.4% | +14.1% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling