+167.1%
P vs STLA
-74.0%
+241.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.5% | -11.9% | -15.5% |
| 7D | -31.9% | -5.5% | -26.4% | -31.1% |
| 30D | -36.5% | -3.7% | -32.8% | -36.2% |
| 3M | +11.6% | -21.1% | +32.7% | +16.3% |
| 6M | +25.2% | -38.3% | +63.5% | +36.9% |
| YTD | +39.4% | -59.2% | +98.7% | +66.2% |
| 1Y | -3.7% | -56.7% | +53.0% | +11.1% |
| All | +167.1% | -74.0% | +241.1% | +200.9% |
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