-48.0%
SE vs STLA
-61.0%
+13.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.1% | -3.2% |
| 7D | -7.7% | -11.6% | +3.9% | -6.2% |
| 30D | -22.8% | -6.2% | -16.7% | -22.2% |
| 3M | -43.7% | -24.6% | -19.2% | -41.7% |
| 6M | -12.8% | -44.9% | +32.1% | -5.8% |
| YTD | -42.0% | -62.3% | +20.3% | -37.0% |
| 1Y | -48.0% | -61.8% | +13.8% | -44.4% |
| All | -48.0% | -61.0% | +13.0% | -44.4% |
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