+38.3%
SPOT vs STLA
-48.2%
+86.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.3% | -1.2% |
| 7D | -2.6% | -13.1% | +10.5% | -1.4% |
| 30D | +13.5% | -13.3% | +26.7% | +15.3% |
| 3M | +22.2% | -27.9% | +50.1% | +26.5% |
| 6M | +38.3% | -47.8% | +86.1% | +45.8% |
| All | +38.3% | -48.2% | +86.5% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling