+63.7%
SE vs STLA
-77.1%
+140.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | -0.5% | -13.8% | +13.3% | +2.5% |
| 30D | -20.9% | -10.5% | -10.4% | -19.3% |
| 3M | -38.9% | -28.9% | -10.0% | -34.8% |
| 6M | -19.4% | -49.7% | +30.3% | -7.8% |
| YTD | -40.9% | -64.9% | +24.0% | -28.0% |
| 1Y | -46.2% | -64.0% | +17.8% | -35.1% |
| 3Y | +63.7% | -77.4% | +141.1% | +146.8% |
| All | +63.7% | -77.1% | +140.8% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling