+255.9%
SPOT vs STLA
-75.4%
+331.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | -3.0% | -11.6% | +8.7% | -1.9% |
| 30D | +15.2% | -6.2% | +21.4% | +15.7% |
| 3M | +21.6% | -24.6% | +46.2% | +24.4% |
| 6M | +45.2% | -44.9% | +90.1% | +52.3% |
| YTD | +4.9% | -62.3% | +67.2% | +13.2% |
| 1Y | -4.8% | -61.8% | +57.0% | +2.5% |
| All | +255.9% | -75.4% | +331.2% | +294.0% |
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