+53.4%
SLB vs STLA
+263.8%
-210.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +0.8% | +2.6% | -1.7% | +0.1% |
| 30D | +15.8% | -1.2% | +17.1% | +16.0% |
| 3M | -0.3% | -24.8% | +24.4% | +6.8% |
| 6M | +21.3% | -25.6% | +46.9% | +29.4% |
| YTD | +52.3% | -48.9% | +101.2% | +77.3% |
| 1Y | +63.6% | -38.8% | +102.4% | +79.3% |
| 3Y | +3.8% | -64.5% | +68.3% | +27.9% |
| 5Y | +128.6% | -62.4% | +191.1% | +171.0% |
| 10Y | -3.1% | +55.4% | -58.5% | -12.8% |
| All | +53.4% | +263.8% | -210.4% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling