+10.7%
O vs STLA
-70.1%
+80.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | +3.7% | -4.5% | +8.2% | +4.1% |
| 30D | +11.2% | -3.9% | +15.1% | +11.5% |
| 3M | -4.0% | -20.2% | +16.2% | -2.1% |
| 6M | -5.2% | -42.2% | +36.9% | -0.3% |
| YTD | +9.5% | -59.3% | +68.8% | +19.0% |
| 1Y | +10.6% | -56.1% | +66.7% | +18.9% |
| 3Y | +38.1% | -73.7% | +111.8% | +56.4% |
| All | +10.7% | -70.1% | +80.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling