+21.0%
PL vs STLA
-64.5%
+85.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +10.0% | -13.8% | +23.8% | +10.0% |
| 30D | -2.3% | -10.5% | +8.3% | -2.3% |
| 3M | -44.2% | -28.9% | -15.3% | -44.1% |
| 6M | -66.1% | -49.7% | -16.4% | -65.9% |
| YTD | -30.0% | -64.9% | +35.0% | -35.5% |
| 1Y | +21.0% | -64.0% | +85.1% | +12.5% |
| All | +21.0% | -64.5% | +85.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling