+111.7%
SPOT vs STLA
-62.5%
+174.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -1.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +8.3% | -2.4% | +10.7% | +8.8% |
| 3M | +5.1% | -23.9% | +28.9% | +11.8% |
| 6M | -6.5% | -24.6% | +18.1% | -0.9% |
| YTD | -9.0% | -50.5% | +41.5% | +6.4% |
| 1Y | -26.4% | -39.8% | +13.4% | -20.2% |
| 3Y | +240.0% | -65.6% | +305.6% | +311.9% |
| 5Y | +111.7% | -62.1% | +173.8% | +115.7% |
| All | +111.7% | -62.5% | +174.2% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling