+526.8%
PSA vs STLA
+263.8%
+263.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -3.7% | +2.6% | -6.3% | -3.9% |
| 30D | -7.7% | -1.2% | -6.5% | -7.7% |
| 3M | -0.6% | -24.8% | +24.2% | +1.8% |
| 6M | -0.9% | -25.6% | +24.7% | +1.4% |
| YTD | +18.7% | -48.9% | +67.6% | +25.1% |
| 1Y | +7.6% | -38.8% | +46.4% | +11.3% |
| 3Y | +23.7% | -64.5% | +88.2% | +32.5% |
| 5Y | +13.7% | -62.4% | +76.1% | +19.9% |
| 10Y | +98.9% | +55.4% | +43.5% | +87.3% |
| All | +526.8% | +263.8% | +263.0% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling