+301.7%
SPOT vs STLA
-65.1%
+366.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.3% | -0.3% |
| 7D | -2.6% | -13.1% | +10.5% | +0.7% |
| 30D | +13.5% | -13.3% | +26.7% | +16.9% |
| 3M | +22.2% | -27.9% | +50.1% | +31.2% |
| 6M | +38.3% | -47.8% | +86.1% | +60.1% |
| YTD | +3.1% | -64.6% | +67.6% | +29.6% |
| 1Y | -7.6% | -64.0% | +56.4% | +15.2% |
| 3Y | +250.0% | -76.8% | +326.9% | +370.0% |
| 5Y | +113.3% | -74.2% | +187.5% | +164.4% |
| All | +301.7% | -65.1% | +366.8% | +318.4% |
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