-1.4%
LOW vs STLA
-53.0%
+51.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.7% | +6.8% |
| 7D | +15.6% | -0.6% | +16.3% | +15.7% |
| 30D | +28.6% | +3.6% | +25.0% | +27.7% |
| 3M | +5.8% | -20.6% | +26.5% | +9.4% |
| 6M | +3.8% | -34.3% | +38.1% | +10.1% |
| YTD | -2.8% | -57.3% | +54.5% | +6.9% |
| 1Y | -1.4% | -52.6% | +51.2% | +5.8% |
| All | -1.4% | -53.0% | +51.6% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling