+9.5%
S vs STLA
-38.0%
+47.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -7.7% | +2.6% | -10.3% | -7.9% |
| 30D | -5.3% | -1.2% | -4.1% | -5.2% |
| 3M | +20.3% | -24.8% | +45.0% | +23.5% |
| 6M | +47.4% | -25.6% | +72.9% | +51.3% |
| YTD | +32.5% | -48.9% | +81.5% | +43.2% |
| 1Y | +9.5% | -38.8% | +48.3% | +11.4% |
| All | +9.5% | -38.0% | +47.5% | +11.4% |
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 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