-17.5%
RUN vs STLA
-1.9%
-15.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.1% |
| 7D | +1.3% | +2.6% | -1.3% | -0.2% |
| 30D | -15.3% | -1.2% | -14.0% | -14.9% |
| 3M | -40.0% | -24.8% | -15.3% | -31.4% |
| 6M | -27.0% | -25.6% | -1.4% | -16.6% |
| YTD | -51.7% | -48.9% | -2.7% | -35.2% |
| 1Y | -45.9% | -38.8% | -7.1% | -35.3% |
| 3Y | -43.8% | -64.5% | +20.8% | -10.8% |
| 5Y | -80.5% | -62.4% | -18.0% | -70.8% |
| 10Y | +45.3% | +55.4% | -10.1% | +29.0% |
| All | -17.5% | -1.9% | -15.6% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling