+1,091.2%
PSX vs STLA
+125.8%
+965.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | 0.0% |
| 7D | -7.8% | -4.9% | -2.9% | -6.7% |
| 30D | -9.9% | -4.9% | -5.0% | -9.1% |
| 3M | +16.9% | -23.7% | +40.6% | +23.8% |
| 6M | +48.0% | -45.0% | +92.9% | +68.8% |
| YTD | +98.3% | -60.9% | +159.2% | +142.4% |
| 1Y | +86.2% | -58.9% | +145.0% | +123.7% |
| 3Y | +144.0% | -74.4% | +218.4% | +221.4% |
| 5Y | +287.7% | -71.5% | +359.2% | +380.1% |
| 10Y | +338.3% | +5.3% | +333.1% | +302.4% |
| All | +1,091.2% | +125.8% | +965.4% | +1,019.1% |
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 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