-13.6%
SKDD vs STLA
-16.8%
+3.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.8% | +6.6% | +11.5% |
| 7D | +28.7% | -0.6% | +29.3% | +28.0% |
| 30D | +54.1% | +3.6% | +50.5% | +64.8% |
| 3M | -22.7% | -20.6% | -2.1% | +2.7% |
| All | -13.6% | -16.8% | +3.2% | +11.1% |
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 · Available span rolling