-99.5%
SPXU vs STLA
-4.1%
-95.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +0.5% |
| 7D | -7.6% | -13.8% | +6.2% | -16.9% |
| 30D | +5.3% | -10.5% | +15.9% | -1.9% |
| 3M | +9.6% | -28.9% | +38.5% | -12.6% |
| 6M | -4.5% | -49.7% | +45.2% | -40.1% |
| YTD | -25.9% | -64.9% | +39.0% | -64.0% |
| 1Y | -28.9% | -64.0% | +35.2% | -64.4% |
| 3Y | -80.5% | -77.4% | -3.0% | -91.7% |
| 5Y | -83.4% | -74.4% | -8.9% | -89.5% |
| All | -99.5% | -4.1% | -95.4% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling