+59.8%
SO vs STLA
-62.4%
+122.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.2% | +2.6% | -2.7% | -0.2% |
| 30D | -4.6% | -1.2% | -3.3% | -4.6% |
| 3M | -3.0% | -24.8% | +21.7% | -2.1% |
| 6M | -8.3% | -25.6% | +17.3% | -7.5% |
| YTD | +3.5% | -48.9% | +52.5% | +6.0% |
| 1Y | -0.9% | -38.8% | +37.8% | +0.1% |
| 3Y | +45.4% | -64.5% | +109.9% | +51.3% |
| All | +59.8% | -62.4% | +122.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling