+30.8%
RTX vs STLA
-40.1%
+70.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -10.6% | -2.4% | -8.2% | -10.4% |
| 3M | +11.6% | -23.9% | +35.5% | +13.0% |
| 6M | -4.5% | -24.6% | +20.1% | -3.2% |
| YTD | +9.6% | -50.5% | +60.1% | +12.9% |
| 1Y | +30.8% | -39.8% | +70.7% | +33.4% |
| All | +30.8% | -40.1% | +70.9% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling