-53.2%
S vs STLA
-61.2%
+8.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -7.7% | +2.6% | -10.3% | -8.5% |
| 30D | -5.3% | -1.2% | -4.1% | -5.1% |
| 3M | +20.3% | -24.8% | +45.0% | +32.0% |
| 6M | +47.4% | -25.6% | +72.9% | +60.6% |
| YTD | +32.5% | -48.9% | +81.5% | +63.6% |
| 1Y | +9.5% | -38.8% | +48.3% | +22.8% |
| 3Y | +15.5% | -64.5% | +80.1% | +54.5% |
| 5Y | -71.2% | -62.4% | -8.8% | -67.0% |
| All | -53.2% | -61.2% | +8.0% | -46.0% |
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