+29.8%
Q vs STLA
-57.6%
+87.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | +8.4% | -6.4% | +14.8% | +9.7% |
| 30D | -1.2% | -1.3% | +0.1% | -1.1% |
| 3M | -9.3% | -19.9% | +10.6% | -5.7% |
| 6M | -15.0% | -42.9% | +27.9% | -4.3% |
| YTD | +53.5% | -59.4% | +112.9% | +76.3% |
| All | +29.8% | -57.6% | +87.4% | +42.7% |
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