+106.5%
SPG vs STLA
-66.8%
+173.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.1% |
| 7D | -1.7% | +0.4% | -2.0% | -1.7% |
| 30D | -6.3% | -5.2% | -1.1% | -5.6% |
| 3M | -2.4% | -24.9% | +22.4% | +2.1% |
| 6M | +9.6% | -25.2% | +34.8% | +14.4% |
| YTD | +14.2% | -51.4% | +65.6% | +28.1% |
| 1Y | +19.3% | -40.7% | +60.0% | +26.2% |
| All | +106.5% | -66.8% | +173.3% | +132.9% |
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