+109.3%
RF vs STLA
-74.0%
+183.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.2% |
| 7D | -1.6% | -5.5% | +3.9% | -0.5% |
| 30D | +5.0% | -3.7% | +8.7% | +5.6% |
| 3M | -10.0% | -21.1% | +11.2% | -5.9% |
| 6M | +3.3% | -38.3% | +41.7% | +13.4% |
| YTD | +7.9% | -59.2% | +67.2% | +29.2% |
| 1Y | +21.2% | -56.7% | +77.9% | +42.3% |
| All | +109.3% | -74.0% | +183.2% | +144.6% |
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