+11.1%
PL vs STLA
-70.3%
+81.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.6% | -8.5% |
| 7D | -20.5% | -5.5% | -15.0% | -19.0% |
| 30D | -38.8% | -3.7% | -35.1% | -38.3% |
| 3M | -49.1% | -21.1% | -28.0% | -45.2% |
| 6M | -69.4% | -38.3% | -31.0% | -63.3% |
| YTD | -42.3% | -59.2% | +16.9% | -21.6% |
| 1Y | -14.2% | -56.7% | +42.5% | +11.7% |
| 3Y | +398.7% | -74.3% | +473.0% | +708.7% |
| 5Y | +11.1% | -70.2% | +81.4% | +47.7% |
| All | +11.1% | -70.3% | +81.5% | +47.7% |
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