-80.6%
SPXS vs STLA
-75.4%
-5.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -5.5% |
| 7D | +1.5% | -11.6% | +13.1% | -3.8% |
| 30D | +6.3% | -6.2% | +12.5% | +4.0% |
| 3M | +4.2% | -24.6% | +28.8% | -7.0% |
| 6M | -7.9% | -44.9% | +37.0% | -28.3% |
| YTD | -27.5% | -62.3% | +34.8% | -52.3% |
| 1Y | -27.0% | -61.8% | +34.8% | -51.2% |
| All | -80.6% | -75.4% | -5.2% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling