-5.1%
SPOT vs STLA
-64.5%
+59.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +1.6% | -13.8% | +15.4% | +2.4% |
| 30D | +16.9% | -10.5% | +27.5% | +17.6% |
| 3M | +23.0% | -28.9% | +51.8% | +25.0% |
| 6M | +42.2% | -49.7% | +91.9% | +46.0% |
| YTD | +5.5% | -64.9% | +70.4% | +8.3% |
| 1Y | -5.1% | -64.0% | +59.0% | -3.2% |
| All | -5.1% | -64.5% | +59.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling