+40.6%
S vs STLA
-74.0%
+114.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -13.4% | -4.5% | -8.9% | -12.6% |
| 30D | -14.0% | -3.9% | -10.1% | -13.5% |
| 3M | +4.9% | -20.2% | +25.0% | +9.4% |
| 6M | +42.0% | -42.2% | +84.2% | +59.2% |
| YTD | +45.1% | -59.3% | +104.5% | +75.9% |
| 1Y | +33.1% | -56.1% | +89.1% | +56.7% |
| 3Y | +40.6% | -73.7% | +114.3% | +50.2% |
| All | +40.6% | -74.0% | +114.7% | +50.2% |
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 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