+3.2%
SLB vs STLA
-64.3%
+67.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +0.8% | +2.6% | -1.7% | +0.2% |
| 30D | +15.8% | -1.2% | +17.1% | +16.0% |
| 3M | -0.3% | -24.8% | +24.4% | +6.0% |
| 6M | +21.3% | -25.6% | +46.9% | +28.4% |
| YTD | +52.3% | -48.9% | +101.2% | +75.9% |
| 1Y | +63.6% | -38.8% | +102.4% | +76.8% |
| All | +3.2% | -64.3% | +67.5% | +22.7% |
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