-99.5%
SPXS vs STLA
+55.1%
-154.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -0.8% |
| 7D | +2.5% | -2.9% | +5.4% | +0.5% |
| 30D | +4.2% | +0.9% | +3.3% | +5.5% |
| 3M | -9.3% | -21.6% | +12.3% | -23.2% |
| 6M | -30.7% | -21.6% | -9.1% | -39.4% |
| YTD | -28.1% | -50.4% | +22.4% | -55.4% |
| 1Y | -35.1% | -43.6% | +8.5% | -54.1% |
| 3Y | -79.6% | -66.4% | -13.2% | -88.2% |
| 5Y | -86.3% | -62.3% | -24.0% | -88.4% |
| All | -99.5% | +55.1% | -154.6% | -98.6% |
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