+560.7%
RF vs STLA
+190.5%
+370.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.8% |
| 7D | -1.6% | -5.5% | +3.9% | 0.0% |
| 30D | +5.0% | -3.7% | +8.7% | +5.7% |
| 3M | -10.0% | -21.1% | +11.2% | -4.5% |
| 6M | +3.3% | -38.3% | +41.7% | +16.9% |
| YTD | +7.9% | -59.2% | +67.2% | +35.7% |
| 1Y | +21.2% | -56.7% | +77.9% | +49.2% |
| 3Y | +105.8% | -74.3% | +180.1% | +185.4% |
| 5Y | +43.7% | -70.2% | +114.0% | +86.6% |
| 10Y | +289.4% | +23.4% | +266.1% | +250.9% |
| All | +560.7% | +190.5% | +370.2% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling