+70.3%
SE vs STLA
-74.0%
+144.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +2.0% | -4.5% | +6.5% | +3.0% |
| 30D | -20.0% | -3.9% | -16.1% | -19.5% |
| 3M | -31.8% | -20.2% | -11.6% | -28.9% |
| 6M | -15.9% | -42.2% | +26.3% | -6.3% |
| YTD | -40.6% | -59.3% | +18.7% | -29.7% |
| 1Y | -50.7% | -56.1% | +5.4% | -43.0% |
| 3Y | +70.3% | -73.7% | +143.9% | +143.5% |
| All | +70.3% | -74.0% | +144.3% | +143.5% |
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