-7.7%
RUN vs STLA
-74.3%
+66.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.6% | -7.0% | -8.8% |
| 7D | +0.3% | -4.9% | +5.3% | +2.7% |
| 30D | +14.0% | -4.9% | +18.9% | +15.8% |
| 3M | -11.8% | -23.7% | +11.9% | -0.3% |
| 6M | -40.4% | -45.0% | +4.6% | -20.1% |
| YTD | -52.7% | -60.9% | +8.2% | -25.7% |
| 1Y | -52.5% | -58.9% | +6.3% | -28.8% |
| 3Y | -7.7% | -74.4% | +66.7% | +45.3% |
| All | -7.7% | -74.3% | +66.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling