-99.5%
SPXS vs STLA
-3.1%
-96.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | -3.3% |
| 7D | -9.5% | -13.1% | +3.6% | -18.1% |
| 30D | +7.4% | -13.3% | +20.6% | -2.1% |
| 3M | +6.1% | -27.9% | +34.0% | -14.6% |
| 6M | -7.3% | -47.8% | +40.6% | -40.3% |
| YTD | -26.7% | -64.6% | +37.8% | -64.2% |
| 1Y | -26.2% | -64.0% | +37.8% | -63.2% |
| 3Y | -80.3% | -76.8% | -3.5% | -91.5% |
| 5Y | -83.4% | -74.2% | -9.3% | -89.5% |
| All | -99.5% | -3.1% | -96.4% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling