+88.3%
RF vs STLA
-64.3%
+152.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +1.3% | +2.6% | -1.3% | +0.7% |
| 30D | -3.6% | -1.2% | -2.4% | -3.5% |
| 3M | +8.1% | -24.8% | +32.8% | +14.7% |
| 6M | +11.5% | -25.6% | +37.0% | +18.0% |
| YTD | +15.6% | -48.9% | +64.5% | +33.1% |
| 1Y | +15.7% | -38.8% | +54.4% | +24.8% |
| All | +88.3% | -64.3% | +152.6% | +111.6% |
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