-40.9%
SE vs STLA
-38.0%
-2.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -6.1% | +2.6% | -8.7% | -6.4% |
| 30D | -2.5% | -1.2% | -1.2% | -2.5% |
| 3M | +21.7% | -24.8% | +46.5% | +25.7% |
| 6M | +27.0% | -25.6% | +52.6% | +30.7% |
| YTD | -12.1% | -48.9% | +36.8% | -8.1% |
| 1Y | -40.9% | -38.8% | -2.1% | -40.1% |
| All | -40.9% | -38.0% | -2.9% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling