+589.4%
SE vs STLA
-37.8%
+627.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | -6.1% | +2.6% | -8.7% | -7.2% |
| 30D | -2.5% | -1.2% | -1.2% | -2.3% |
| 3M | +21.7% | -24.8% | +46.5% | +35.5% |
| 6M | +27.0% | -25.6% | +52.6% | +40.9% |
| YTD | -12.1% | -48.9% | +36.8% | +11.6% |
| 1Y | -40.9% | -38.8% | -2.1% | -32.5% |
| 3Y | +191.0% | -64.5% | +255.5% | +297.3% |
| 5Y | -68.3% | -62.4% | -5.8% | -58.8% |
| All | +589.4% | -37.8% | +627.2% | +473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling