+48.4%
MAR vs STLA
-64.5%
+112.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +1.6% | -13.8% | +15.4% | +3.3% |
| 30D | +13.8% | -10.5% | +24.3% | +15.2% |
| 3M | +20.3% | -28.9% | +49.1% | +25.0% |
| 6M | +21.3% | -49.7% | +71.1% | +32.6% |
| YTD | +37.2% | -64.9% | +102.1% | +53.1% |
| 1Y | +48.4% | -64.0% | +112.5% | +64.2% |
| All | +48.4% | -64.5% | +112.9% | +64.2% |
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 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