-52.4%
IT vs STLA
-73.7%
+21.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -18.8% | -6.4% | -12.4% | -17.6% |
| 30D | -0.1% | -1.3% | +1.3% | +0.2% |
| 3M | +2.9% | -19.9% | +22.8% | +7.1% |
| 6M | +20.4% | -42.9% | +63.3% | +31.8% |
| YTD | -24.3% | -59.4% | +35.1% | -12.4% |
| 1Y | -17.2% | -56.8% | +39.7% | -5.8% |
| 3Y | -52.4% | -73.1% | +20.7% | -38.1% |
| All | -52.4% | -73.7% | +21.3% | -38.1% |
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