+103.0%
PSX vs STLA
-41.2%
+144.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.5% |
| 7D | +1.8% | +0.4% | +1.5% | +1.9% |
| 30D | +21.6% | -5.2% | +26.8% | +21.3% |
| 3M | +46.5% | -24.9% | +71.3% | +44.4% |
| 6M | +62.0% | -25.2% | +87.2% | +58.7% |
| YTD | +106.3% | -51.4% | +157.7% | +107.6% |
| 1Y | +103.0% | -40.7% | +143.7% | +104.0% |
| All | +103.0% | -41.2% | +144.2% | +104.0% |
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