+39.1%
O vs STLA
-77.1%
+116.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.4% | -13.8% | +13.4% | +0.4% |
| 30D | +7.1% | -10.5% | +17.7% | +7.7% |
| 3M | -5.2% | -28.9% | +23.6% | -3.6% |
| 6M | -1.8% | -49.7% | +48.0% | +1.8% |
| YTD | +9.1% | -64.9% | +74.0% | +15.0% |
| 1Y | +9.7% | -64.0% | +73.7% | +15.4% |
| 3Y | +39.1% | -77.4% | +116.6% | +48.8% |
| All | +39.1% | -77.1% | +116.3% | +48.8% |
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 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