+281.3%
P vs STLA
-62.4%
+343.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +6.5% | +2.6% | +4.0% | +5.9% |
| 30D | +18.8% | -1.2% | +20.1% | +18.8% |
| 3M | +26.7% | -24.8% | +51.5% | +36.2% |
| 6M | +62.2% | -25.6% | +87.7% | +73.1% |
| YTD | +48.5% | -48.9% | +97.4% | +73.7% |
| 1Y | +26.4% | -38.8% | +65.2% | +35.5% |
| 3Y | +159.4% | -64.5% | +223.9% | +222.0% |
| All | +281.3% | -62.4% | +343.6% | +331.3% |
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