+90.1%
RF vs STLA
-62.4%
+152.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.5% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | -3.6% | -1.2% | -2.4% | -3.6% |
| 3M | +8.1% | -24.8% | +32.8% | +17.3% |
| 6M | +11.5% | -25.6% | +37.0% | +20.5% |
| YTD | +15.6% | -48.9% | +64.5% | +39.6% |
| 1Y | +15.7% | -38.8% | +54.4% | +28.3% |
| 3Y | +86.9% | -64.5% | +151.4% | +143.6% |
| All | +90.1% | -62.4% | +152.5% | +130.6% |
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 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