-7.8%
LOW vs STLA
-65.4%
+57.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.2% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | -10.1% | -2.4% | -7.7% | -9.8% |
| 3M | -2.9% | -23.9% | +21.0% | +2.0% |
| 6M | -19.4% | -24.6% | +5.2% | -15.4% |
| YTD | -15.4% | -50.5% | +35.1% | -4.7% |
| 1Y | -24.9% | -39.8% | +14.9% | -19.8% |
| 3Y | -7.8% | -65.6% | +57.8% | +6.2% |
| All | -7.8% | -65.4% | +57.6% | +6.2% |
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