+41.5%
RUN vs STLA
+51.6%
-10.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -3.4% | -3.8% | +0.5% | -1.4% |
| 30D | -14.0% | -3.1% | -10.8% | -12.8% |
| 3M | -27.5% | -19.6% | -7.8% | -19.3% |
| 6M | -29.0% | -23.5% | -5.5% | -19.4% |
| YTD | -53.1% | -51.5% | -1.6% | -33.9% |
| 1Y | -46.7% | -39.7% | -7.1% | -35.2% |
| 3Y | -38.3% | -66.3% | +28.0% | +4.2% |
| 5Y | -80.7% | -63.1% | -17.5% | -70.0% |
| All | +41.5% | +51.6% | -10.2% | +25.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling