+1.9%
SLB vs STLA
-75.4%
+77.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.9% |
| 7D | -1.2% | -11.6% | +10.4% | +1.4% |
| 30D | +4.5% | -6.2% | +10.7% | +5.5% |
| 3M | -4.6% | -24.6% | +20.0% | +1.0% |
| 6M | -6.3% | -44.9% | +38.6% | +6.2% |
| YTD | +35.0% | -62.3% | +97.2% | +66.3% |
| 1Y | +38.8% | -61.8% | +100.6% | +70.0% |
| All | +1.9% | -75.4% | +77.3% | +32.8% |
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 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