+217.6%
SAN vs STLA
+189.9%
+27.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +4.9% | -4.5% | +9.4% | +6.6% |
| 30D | -13.0% | -3.9% | -9.1% | -12.5% |
| 3M | -18.9% | -20.2% | +1.3% | -13.5% |
| 6M | -4.1% | -42.2% | +38.0% | +13.7% |
| YTD | +2.6% | -59.3% | +61.9% | +34.8% |
| 1Y | +16.9% | -56.1% | +73.0% | +48.8% |
| 3Y | +239.1% | -73.7% | +312.7% | +396.0% |
| 5Y | +266.8% | -70.3% | +337.1% | +406.4% |
| 10Y | +246.0% | +23.1% | +222.9% | +210.5% |
| All | +217.6% | +189.9% | +27.8% | +171.7% |
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