+7.0%
SHW vs STLA
-53.0%
+60.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +6.0% |
| 7D | +13.3% | -0.6% | +14.0% | +13.4% |
| 30D | +14.1% | +3.6% | +10.6% | +13.5% |
| 3M | +0.8% | -20.6% | +21.4% | +4.6% |
| 6M | +17.6% | -34.3% | +52.0% | +25.7% |
| YTD | +13.0% | -57.3% | +70.3% | +25.8% |
| 1Y | +7.0% | -52.6% | +59.6% | +16.1% |
| All | +7.0% | -53.0% | +60.0% | +16.1% |
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