+327.1%
NET vs STLA
-64.3%
+391.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | -7.0% | +2.6% | -9.6% | -7.4% |
| 30D | -4.8% | -1.2% | -3.5% | -4.6% |
| 3M | +3.8% | -24.8% | +28.6% | +9.5% |
| 6M | +50.0% | -25.6% | +75.6% | +57.1% |
| YTD | +41.5% | -48.9% | +90.4% | +60.0% |
| 1Y | +32.8% | -38.8% | +71.6% | +40.0% |
| All | +327.1% | -64.3% | +391.4% | +336.7% |
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