-54.8%
RUN vs STLA
-64.1%
+9.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.1% | 0.0% | -4.7% |
| 7D | -13.7% | -13.1% | -0.6% | -10.9% |
| 30D | +9.4% | -13.3% | +22.6% | +12.5% |
| 3M | -13.4% | -27.9% | +14.4% | -7.2% |
| 6M | -39.6% | -47.8% | +8.3% | -30.4% |
| YTD | -53.7% | -64.6% | +10.9% | -44.5% |
| All | -54.8% | -64.1% | +9.2% | -47.2% |
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