+1,102.3%
PSX vs STLA
+134.3%
+967.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -8.0% | -6.4% | -1.7% | -6.6% |
| 30D | -9.0% | -1.3% | -7.7% | -9.1% |
| 3M | +24.7% | -19.9% | +44.7% | +30.5% |
| 6M | +49.3% | -42.9% | +92.2% | +68.8% |
| YTD | +100.2% | -59.4% | +159.6% | +142.5% |
| 1Y | +88.8% | -56.8% | +145.7% | +124.1% |
| 3Y | +152.5% | -73.1% | +225.6% | +228.2% |
| 5Y | +283.2% | -70.1% | +353.3% | +368.5% |
| 10Y | +345.8% | +19.8% | +326.0% | +300.9% |
| All | +1,102.3% | +134.3% | +967.9% | +1,019.3% |
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 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