+1,112.1%
PSX vs STLA
+194.8%
+917.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +4.5% | +2.6% | +2.0% | +3.8% |
| 30D | +26.6% | -1.2% | +27.9% | +26.6% |
| 3M | +39.3% | -24.8% | +64.0% | +48.4% |
| 6M | +56.8% | -25.6% | +82.4% | +65.5% |
| YTD | +101.8% | -48.9% | +150.8% | +132.5% |
| 1Y | +99.6% | -38.8% | +138.4% | +115.7% |
| 3Y | +140.3% | -64.5% | +204.9% | +192.6% |
| 5Y | +339.3% | -62.4% | +401.8% | +410.6% |
| 10Y | +369.9% | +55.4% | +314.5% | +299.8% |
| All | +1,112.1% | +194.8% | +917.3% | +973.3% |
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