+469.7%
SO vs STLA
+189.9%
+279.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.1% |
| 7D | -1.5% | -4.5% | +3.1% | -1.2% |
| 30D | +8.1% | -3.9% | +12.0% | +8.2% |
| 3M | +0.2% | -20.2% | +20.4% | +1.3% |
| 6M | +0.4% | -42.2% | +42.6% | +3.1% |
| YTD | +8.5% | -59.3% | +67.8% | +13.3% |
| 1Y | +4.9% | -56.1% | +61.0% | +9.0% |
| 3Y | +47.9% | -73.7% | +121.6% | +56.9% |
| 5Y | +75.7% | -70.3% | +146.0% | +83.1% |
| 10Y | +178.0% | +23.1% | +154.9% | +168.6% |
| All | +469.7% | +189.9% | +279.8% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling