+451.3%
SN vs STLA
-75.4%
+526.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.2% |
| 7D | +3.5% | -11.6% | +15.1% | +7.3% |
| 30D | +19.4% | -6.2% | +25.6% | +21.3% |
| 3M | +20.9% | -24.6% | +45.5% | +30.3% |
| 6M | +111.1% | -44.9% | +156.0% | +150.3% |
| YTD | +102.8% | -62.3% | +165.1% | +167.2% |
| 1Y | +146.2% | -61.8% | +208.0% | +221.9% |
| All | +451.3% | -75.4% | +526.7% | +674.8% |
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