-69.4%
PL vs STLA
-37.8%
-31.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.6% | -8.8% |
| 7D | -20.5% | -5.5% | -15.0% | -19.3% |
| 30D | -38.8% | -3.7% | -35.1% | -37.9% |
| 3M | -49.1% | -21.1% | -28.0% | -42.6% |
| 6M | -69.4% | -38.3% | -31.0% | -51.8% |
| All | -69.4% | -37.8% | -31.6% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling