-4.5%
SLB vs STLA
-74.0%
+69.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -7.1% | -4.5% | -2.6% | -6.2% |
| 30D | +4.1% | -3.9% | +8.0% | +4.6% |
| 3M | -2.6% | -20.2% | +17.5% | +1.9% |
| 6M | -8.6% | -42.2% | +33.6% | +2.7% |
| YTD | +32.2% | -59.3% | +91.5% | +60.5% |
| 1Y | +40.7% | -56.1% | +96.7% | +66.4% |
| 3Y | -4.5% | -73.7% | +69.1% | +17.7% |
| All | -4.5% | -74.0% | +69.5% | +17.7% |
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