-26.2%
SPXS vs STLA
-64.2%
+38.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | -0.4% |
| 7D | -9.5% | -13.1% | +3.6% | -12.4% |
| 30D | +7.4% | -13.3% | +20.6% | +4.2% |
| 3M | +6.1% | -27.9% | +34.0% | -0.9% |
| 6M | -7.3% | -47.8% | +40.6% | -18.9% |
| YTD | -26.7% | -64.6% | +37.8% | -37.6% |
| 1Y | -26.2% | -64.0% | +37.8% | -35.9% |
| All | -26.2% | -64.2% | +38.0% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling