-68.9%
S vs STLA
-70.1%
+1.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -13.4% | -4.5% | -8.9% | -12.1% |
| 30D | -14.0% | -3.9% | -10.1% | -13.3% |
| 3M | +4.9% | -20.2% | +25.0% | +11.7% |
| 6M | +42.0% | -42.2% | +84.2% | +68.3% |
| YTD | +45.1% | -59.3% | +104.5% | +91.3% |
| 1Y | +33.1% | -56.1% | +89.1% | +68.7% |
| 3Y | +40.6% | -73.7% | +114.3% | +109.5% |
| All | -68.9% | -70.1% | +1.2% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling