-45.1%
RUN vs STLA
-41.2%
-3.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.1% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -10.8% | -5.2% | -5.6% | -9.7% |
| 3M | -30.2% | -24.9% | -5.3% | -25.0% |
| 6M | -22.3% | -25.2% | +2.8% | -16.9% |
| YTD | -52.2% | -51.4% | -0.8% | -43.7% |
| 1Y | -45.1% | -40.7% | -4.4% | -37.5% |
| All | -45.1% | -41.2% | -3.9% | -37.5% |
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