+26.4%
MAR vs STLA
-40.1%
+66.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.1% | -3.8% | +1.7% | -1.6% |
| 30D | -5.7% | -3.1% | -2.5% | -5.3% |
| 3M | -14.6% | -19.6% | +5.0% | -12.1% |
| 6M | +1.3% | -23.5% | +24.8% | +5.3% |
| YTD | +6.7% | -51.5% | +58.2% | +15.5% |
| 1Y | +26.4% | -39.7% | +66.1% | +29.0% |
| All | +26.4% | -40.1% | +66.5% | +29.0% |
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