-80.1%
SPXS vs STLA
-65.4%
-14.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +0.2% |
| 7D | -1.5% | +0.7% | -2.3% | -1.1% |
| 30D | +3.7% | -2.4% | +6.0% | +3.0% |
| 3M | -9.6% | -23.9% | +14.3% | -19.7% |
| 6M | -32.4% | -24.6% | -7.8% | -39.0% |
| YTD | -28.7% | -50.5% | +21.8% | -47.6% |
| 1Y | -38.1% | -39.8% | +1.8% | -47.4% |
| 3Y | -80.1% | -65.6% | -14.5% | -83.6% |
| All | -80.1% | -65.4% | -14.7% | -83.6% |
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 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