+2,189.8%
SPGI vs STLA
+189.9%
+2,000.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -4.5% | +4.8% | +1.1% |
| 30D | +18.4% | -3.9% | +22.3% | +18.9% |
| 3M | +15.7% | -20.2% | +35.9% | +19.7% |
| 6M | +17.3% | -42.2% | +59.4% | +27.9% |
| YTD | -4.7% | -59.3% | +54.6% | +9.5% |
| 1Y | +1.8% | -56.1% | +57.9% | +15.0% |
| 3Y | +31.7% | -73.7% | +105.3% | +58.3% |
| 5Y | +12.1% | -70.3% | +82.4% | +29.0% |
| 10Y | +341.9% | +23.1% | +318.9% | +294.5% |
| All | +2,189.8% | +189.9% | +2,000.0% | +1,866.1% |
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