+443.3%
SPG vs STLA
+263.8%
+179.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -2.4% | +2.6% | -5.0% | -3.0% |
| 30D | -6.8% | -1.2% | -5.6% | -6.8% |
| 3M | +2.7% | -24.8% | +27.4% | +9.0% |
| 6M | +5.5% | -25.6% | +31.0% | +11.7% |
| YTD | +15.7% | -48.9% | +64.6% | +32.2% |
| 1Y | +20.9% | -38.8% | +59.6% | +30.7% |
| 3Y | +112.4% | -64.5% | +176.9% | +154.8% |
| 5Y | +101.4% | -62.4% | +163.8% | +133.4% |
| 10Y | +60.6% | +55.4% | +5.2% | +47.7% |
| All | +443.3% | +263.8% | +179.5% | +396.6% |
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