+455.3%
PL vs STLA
-74.0%
+529.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.4% |
| 7D | -6.8% | -4.5% | -2.3% | -5.7% |
| 30D | -29.3% | -3.9% | -25.4% | -28.8% |
| 3M | -44.8% | -20.2% | -24.6% | -41.6% |
| 6M | -68.4% | -42.2% | -26.2% | -62.8% |
| YTD | -36.4% | -59.3% | +23.0% | -18.4% |
| 1Y | +0.7% | -56.1% | +56.8% | +23.2% |
| 3Y | +455.3% | -73.7% | +529.0% | +646.0% |
| All | +455.3% | -74.0% | +529.3% | +646.0% |
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