-85.9%
SPXS vs STLA
-63.2%
-22.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +0.3% |
| 7D | +1.2% | +0.4% | +0.9% | +1.7% |
| 30D | +5.2% | -5.2% | +10.4% | +2.1% |
| 3M | -9.2% | -24.9% | +15.7% | -23.5% |
| 6M | -29.6% | -25.2% | -4.4% | -39.4% |
| YTD | -27.6% | -51.4% | +23.8% | -53.7% |
| 1Y | -36.7% | -40.7% | +4.0% | -51.3% |
| 3Y | -79.8% | -66.3% | -13.6% | -87.5% |
| 5Y | -85.9% | -63.2% | -22.6% | -86.0% |
| All | -85.9% | -63.2% | -22.7% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling