+25.8%
PSA vs STLA
-61.0%
+86.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.3% |
| 7D | -2.1% | -11.6% | +9.6% | -0.9% |
| 30D | +16.2% | -6.2% | +22.4% | +16.8% |
| 3M | +4.3% | -24.6% | +28.9% | +6.9% |
| 6M | +9.9% | -44.9% | +54.8% | +15.9% |
| YTD | +33.3% | -62.3% | +95.5% | +42.6% |
| 1Y | +25.8% | -61.8% | +87.6% | +33.2% |
| All | +25.8% | -61.0% | +86.9% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling