+365.7%
SE vs STLA
-50.5%
+416.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +2.0% | -4.5% | +6.5% | +3.9% |
| 30D | -20.0% | -3.9% | -16.1% | -19.1% |
| 3M | -31.8% | -20.2% | -11.6% | -26.4% |
| 6M | -15.9% | -42.2% | +26.3% | +2.7% |
| YTD | -40.6% | -59.3% | +18.7% | -18.3% |
| 1Y | -50.7% | -56.1% | +5.4% | -35.0% |
| 3Y | +70.3% | -73.7% | +143.9% | +162.1% |
| 5Y | -78.8% | -70.3% | -8.5% | -70.0% |
| All | +365.7% | -50.5% | +416.2% | +319.8% |
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 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