+2,070.9%
SPGI vs STLA
+263.8%
+1,807.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.8% |
| 7D | +0.1% | +2.6% | -2.4% | -0.3% |
| 30D | +8.4% | -1.2% | +9.7% | +8.5% |
| 3M | +11.8% | -24.8% | +36.6% | +17.1% |
| 6M | +5.7% | -25.6% | +31.3% | +10.4% |
| YTD | -9.7% | -48.9% | +39.3% | +0.1% |
| 1Y | -12.5% | -38.8% | +26.3% | -7.0% |
| 3Y | +21.8% | -64.5% | +86.4% | +39.3% |
| 5Y | +8.2% | -62.4% | +70.6% | +19.8% |
| 10Y | +309.5% | +55.4% | +254.1% | +252.0% |
| All | +2,070.9% | +263.8% | +1,807.1% | +1,698.4% |
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