+66.7%
SNXX vs STLA
-51.7%
+118.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.8% | -19.5% | -17.0% |
| 7D | -47.8% | -0.6% | -47.1% | -47.8% |
| 30D | -66.0% | +3.6% | -69.6% | -66.6% |
| 3M | -57.5% | -20.6% | -36.8% | -54.6% |
| 6M | -66.7% | -34.3% | -32.4% | -61.0% |
| All | +66.7% | -51.7% | +118.4% | +81.5% |
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