+239.1%
SAN vs STLA
-74.0%
+313.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +4.9% | -4.5% | +9.4% | +6.1% |
| 30D | -13.0% | -3.9% | -9.1% | -12.4% |
| 3M | -18.9% | -20.2% | +1.3% | -14.7% |
| 6M | -4.1% | -42.2% | +38.0% | +9.4% |
| YTD | +2.6% | -59.3% | +61.9% | +26.6% |
| 1Y | +16.9% | -56.1% | +73.0% | +40.4% |
| 3Y | +239.1% | -73.7% | +312.7% | +372.9% |
| All | +239.1% | -74.0% | +313.1% | +372.9% |
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