+158.9%
SN vs STLA
-53.0%
+211.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +3.5% |
| 7D | +10.6% | -0.6% | +11.3% | +10.7% |
| 30D | +20.0% | +3.6% | +16.4% | +19.3% |
| 3M | +30.4% | -20.6% | +51.0% | +35.2% |
| 6M | +91.0% | -34.3% | +125.3% | +104.9% |
| YTD | +95.9% | -57.3% | +153.2% | +119.8% |
| 1Y | +158.9% | -52.6% | +211.5% | +176.5% |
| All | +158.9% | -53.0% | +211.9% | +176.5% |
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 · 6 months rolling