+42.1%
RF vs STLA
-70.1%
+112.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.9% | -4.5% | +3.6% | +0.4% |
| 30D | +6.0% | -3.9% | +9.9% | +6.8% |
| 3M | -8.9% | -20.2% | +11.3% | -3.5% |
| 6M | +2.3% | -42.2% | +44.5% | +19.1% |
| YTD | +7.6% | -59.3% | +66.9% | +38.1% |
| 1Y | +21.2% | -56.1% | +77.2% | +50.5% |
| 3Y | +108.5% | -73.7% | +182.2% | +199.5% |
| All | +42.1% | -70.1% | +112.2% | +84.1% |
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