-34.1%
RUN vs STLA
-65.4%
+31.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +5.4% |
| 7D | +10.2% | +0.7% | +9.4% | +9.4% |
| 30D | -9.6% | -2.4% | -7.3% | -8.8% |
| 3M | -31.5% | -23.9% | -7.6% | -21.1% |
| 6M | -18.7% | -24.6% | +5.9% | -6.8% |
| YTD | -49.9% | -50.5% | +0.6% | -28.5% |
| 1Y | -45.5% | -39.8% | -5.7% | -34.5% |
| 3Y | -34.1% | -65.6% | +31.5% | -1.4% |
| All | -34.1% | -65.4% | +31.3% | -1.4% |
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 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