+108.5%
RF vs STLA
-74.0%
+182.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.9% | -4.5% | +3.6% | 0.0% |
| 30D | +6.0% | -3.9% | +9.9% | +6.6% |
| 3M | -8.9% | -20.2% | +11.3% | -5.1% |
| 6M | +2.3% | -42.2% | +44.5% | +14.0% |
| YTD | +7.6% | -59.3% | +66.9% | +28.8% |
| 1Y | +21.2% | -56.1% | +77.2% | +41.6% |
| 3Y | +108.5% | -73.7% | +182.2% | +143.8% |
| All | +108.5% | -74.0% | +182.6% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling