+299.0%
SAN vs STLA
+263.8%
+35.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | +1.8% | +2.6% | -0.8% | +0.8% |
| 30D | +2.0% | -1.2% | +3.2% | +2.1% |
| 3M | +19.7% | -24.8% | +44.5% | +31.3% |
| 6M | +30.6% | -25.6% | +56.2% | +43.3% |
| YTD | +28.8% | -48.9% | +77.8% | +58.2% |
| 1Y | +57.8% | -38.8% | +96.5% | +78.3% |
| 3Y | +338.1% | -64.5% | +402.7% | +482.6% |
| 5Y | +384.2% | -62.4% | +446.6% | +523.0% |
| 10Y | +353.1% | +55.4% | +297.8% | +279.0% |
| All | +299.0% | +263.8% | +35.2% | +218.9% |
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 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