+37.0%
PL vs STLA
-70.4%
+107.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.2% | +14.7% | +14.6% |
| 7D | +10.9% | -6.4% | +17.2% | +13.4% |
| 30D | -16.4% | -1.3% | -15.0% | -16.5% |
| 3M | -39.9% | -19.9% | -20.0% | -35.8% |
| 6M | -63.2% | -42.9% | -20.3% | -54.7% |
| YTD | -27.1% | -59.4% | +32.3% | -0.8% |
| 1Y | +12.2% | -56.8% | +69.0% | +46.1% |
| 3Y | +584.3% | -73.1% | +657.4% | +978.4% |
| 5Y | +37.0% | -70.1% | +107.1% | +85.1% |
| All | +37.0% | -70.4% | +107.4% | +85.1% |
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