+24.5%
Q vs STLA
-65.3%
+89.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | +1.2% | -13.8% | +14.9% | +3.9% |
| 30D | -2.7% | -10.5% | +7.9% | -1.0% |
| 3M | -16.9% | -28.9% | +11.9% | -12.1% |
| 6M | -26.9% | -49.7% | +22.9% | -16.4% |
| YTD | +45.2% | -64.9% | +110.1% | +68.4% |
| 1Y | +38.1% | -64.0% | +102.2% | +57.2% |
| All | +24.5% | -65.3% | +89.9% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling