+34.5%
S vs STLA
-64.5%
+98.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +2.0% | -13.8% | +15.7% | +2.7% |
| 30D | -2.7% | -10.5% | +7.8% | -2.1% |
| 3M | -6.9% | -28.9% | +22.0% | -5.3% |
| 6M | +38.1% | -49.7% | +87.8% | +42.7% |
| YTD | +48.0% | -64.9% | +112.9% | +57.1% |
| 1Y | +34.5% | -64.0% | +98.5% | +40.5% |
| All | +34.5% | -64.5% | +98.9% | +40.5% |
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