+126.0%
SPG vs STLA
-74.0%
+200.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.9% | -4.5% | +9.4% | +5.6% |
| 30D | +15.6% | -3.9% | +19.5% | +16.1% |
| 3M | +4.1% | -20.2% | +24.3% | +7.3% |
| 6M | +13.6% | -42.2% | +55.7% | +23.1% |
| YTD | +27.5% | -59.3% | +86.9% | +45.8% |
| 1Y | +32.2% | -56.1% | +88.3% | +48.2% |
| 3Y | +126.0% | -73.7% | +199.7% | +166.3% |
| All | +126.0% | -74.0% | +200.0% | +166.3% |
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