+264.0%
SPOT vs STLA
-49.8%
+313.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.5% |
| 7D | -0.9% | +2.6% | -3.5% | -1.6% |
| 30D | +12.5% | -1.2% | +13.7% | +12.7% |
| 3M | +9.9% | -24.8% | +34.7% | +17.3% |
| 6M | +1.6% | -25.6% | +27.1% | +8.0% |
| YTD | -6.6% | -48.9% | +42.4% | +8.1% |
| 1Y | -22.9% | -38.8% | +15.8% | -16.4% |
| 3Y | +244.3% | -64.5% | +308.8% | +315.4% |
| 5Y | +117.8% | -62.4% | +180.2% | +147.6% |
| All | +264.0% | -49.8% | +313.8% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling