+692.0%
IT vs STLA
+189.2%
+502.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +2.9% | -19.9% | +22.8% | +7.3% |
| 6M | +20.4% | -42.9% | +63.3% | +33.6% |
| YTD | -24.3% | -59.4% | +35.1% | -11.5% |
| 1Y | -17.2% | -56.8% | +39.7% | -4.6% |
| 3Y | -52.4% | -73.1% | +20.7% | -41.3% |
| 5Y | -43.7% | -70.1% | +26.4% | -33.3% |
| 10Y | +90.3% | +19.8% | +70.5% | +81.8% |
| All | +692.0% | +189.2% | +502.7% | +614.5% |
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