-100.0%
SPXS vs STLA
+150.0%
-249.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.8% |
| 7D | -7.5% | -13.8% | +6.3% | -14.4% |
| 30D | +5.3% | -10.5% | +15.9% | +0.2% |
| 3M | +9.7% | -28.9% | +38.6% | -6.6% |
| 6M | -4.6% | -49.7% | +45.2% | -31.4% |
| YTD | -25.8% | -64.9% | +39.1% | -55.0% |
| 1Y | -28.8% | -64.0% | +35.3% | -55.9% |
| 3Y | -80.2% | -77.4% | -2.7% | -88.6% |
| 5Y | -83.2% | -74.4% | -8.8% | -87.3% |
| 10Y | -99.5% | -6.4% | -93.1% | -99.1% |
| All | -100.0% | +150.0% | -249.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling