+277.8%
PSX vs STLA
-70.1%
+347.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -13.1% | -4.5% | -8.6% | -12.4% |
| 30D | -9.5% | -3.9% | -5.6% | -9.1% |
| 3M | +20.2% | -20.2% | +40.4% | +24.6% |
| 6M | +44.9% | -42.2% | +87.1% | +59.4% |
| YTD | +94.4% | -59.3% | +153.7% | +129.3% |
| 1Y | +83.1% | -56.1% | +139.1% | +110.7% |
| 3Y | +132.2% | -73.7% | +205.8% | +190.2% |
| All | +277.8% | -70.1% | +347.8% | +347.1% |
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