-49.7%
SE vs STLA
-57.6%
+7.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +3.3% | -6.4% | +9.6% | +4.0% |
| 30D | -18.2% | -1.3% | -16.8% | -18.1% |
| 3M | -31.3% | -19.9% | -11.3% | -29.7% |
| 6M | -10.1% | -42.9% | +32.8% | -4.3% |
| YTD | -38.9% | -59.4% | +20.5% | -36.1% |
| All | -49.7% | -57.6% | +7.9% | -48.7% |
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 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