+223.9%
PR vs STLA
-70.3%
+294.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.3% | -3.7% |
| 7D | -16.5% | -5.5% | -11.0% | -15.4% |
| 30D | -4.5% | -3.7% | -0.8% | -4.0% |
| 3M | +8.5% | -21.1% | +29.7% | +14.6% |
| 6M | -3.3% | -38.3% | +35.0% | +8.1% |
| YTD | +55.7% | -59.2% | +114.9% | +95.1% |
| 1Y | +82.0% | -56.7% | +138.7% | +121.7% |
| 3Y | +62.5% | -74.3% | +136.8% | +128.8% |
| 5Y | +223.9% | -70.2% | +294.1% | +302.3% |
| All | +223.9% | -70.3% | +294.2% | +302.3% |
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