-99.5%
SPXU vs STLA
+51.6%
-151.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.7% |
| 7D | +6.4% | -3.8% | +10.2% | +3.5% |
| 30D | +5.9% | -3.1% | +9.1% | +4.1% |
| 3M | -11.7% | -19.6% | +8.0% | -23.6% |
| 6M | -28.7% | -23.5% | -5.2% | -38.7% |
| YTD | -26.4% | -51.5% | +25.2% | -55.0% |
| 1Y | -35.2% | -39.7% | +4.4% | -51.5% |
| 3Y | -79.8% | -66.3% | -13.5% | -88.3% |
| 5Y | -86.1% | -63.1% | -22.9% | -88.4% |
| All | -99.5% | +51.6% | -151.1% | -98.6% |
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 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