-15.8%
RUN vs STLA
-27.5%
+11.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.7% | +5.8% |
| 7D | +3.2% | -11.6% | +14.8% | +9.3% |
| 30D | +19.5% | -6.2% | +25.7% | +22.0% |
| 3M | -9.6% | -24.6% | +15.0% | +2.1% |
| 6M | -37.3% | -44.9% | +7.6% | -17.6% |
| YTD | -50.7% | -62.3% | +11.6% | -24.5% |
| 1Y | -54.1% | -61.8% | +7.7% | -30.7% |
| 3Y | -3.9% | -75.3% | +71.4% | +78.4% |
| 5Y | -84.4% | -72.5% | -11.9% | -73.1% |
| 10Y | +77.5% | +0.8% | +76.7% | +85.1% |
| All | -15.8% | -27.5% | +11.7% | -2.2% |
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 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