-54.1%
RUN vs STLA
-61.0%
+7.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.7% | +4.9% |
| 7D | +3.2% | -11.6% | +14.8% | +5.9% |
| 30D | +19.5% | -6.2% | +25.7% | +20.7% |
| 3M | -9.6% | -24.6% | +15.0% | -4.1% |
| 6M | -37.3% | -44.9% | +7.6% | -28.8% |
| YTD | -50.7% | -62.3% | +11.6% | -41.7% |
| 1Y | -54.1% | -61.8% | +7.7% | -47.1% |
| All | -54.1% | -61.0% | +7.0% | -47.1% |
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 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