+240.0%
SPOT vs STLA
-65.4%
+305.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -2.3% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | +8.3% | -2.4% | +10.7% | +8.5% |
| 3M | +5.1% | -23.9% | +28.9% | +7.5% |
| 6M | -6.5% | -24.6% | +18.1% | -4.4% |
| YTD | -9.0% | -50.5% | +41.5% | -3.7% |
| 1Y | -26.4% | -39.8% | +13.4% | -24.2% |
| 3Y | +240.0% | -65.6% | +305.6% | +240.9% |
| All | +240.0% | -65.4% | +305.4% | +240.9% |
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