+26.7%
Q vs STLA
-49.5%
+76.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +0.2% | +2.6% | -2.3% | -0.2% |
| 30D | -11.1% | -1.2% | -9.9% | -10.9% |
| 3M | -22.1% | -24.8% | +2.6% | -16.9% |
| 6M | +0.5% | -25.6% | +26.1% | +6.4% |
| YTD | +47.8% | -48.9% | +96.8% | +60.8% |
| All | +26.7% | -49.5% | +76.3% | +35.9% |
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