+142.2%
SN vs STLA
-57.6%
+199.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +7.6% | -6.4% | +14.0% | +8.7% |
| 30D | +24.1% | -1.3% | +25.4% | +24.2% |
| 3M | +23.7% | -19.9% | +43.6% | +28.0% |
| 6M | +105.5% | -42.9% | +148.4% | +126.3% |
| YTD | +105.1% | -59.4% | +164.5% | +132.4% |
| All | +142.2% | -57.6% | +199.7% | +166.7% |
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 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