+591.6%
RTX vs STLA
+189.9%
+401.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -5.1% | -4.5% | -0.6% | -4.4% |
| 30D | +5.1% | -3.9% | +9.0% | +5.6% |
| 3M | -14.8% | -20.2% | +5.4% | -11.8% |
| 6M | +8.0% | -42.2% | +50.2% | +18.2% |
| YTD | +4.5% | -59.3% | +63.8% | +20.6% |
| 1Y | +9.8% | -56.1% | +65.9% | +24.5% |
| 3Y | +144.2% | -73.7% | +217.8% | +195.0% |
| 5Y | +131.4% | -70.3% | +201.7% | +165.3% |
| 10Y | +273.3% | +23.1% | +250.2% | +230.6% |
| All | +591.6% | +189.9% | +401.8% | +483.1% |
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 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