+19.4%
SPY vs STLA
-40.1%
+59.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -0.9% | -2.4% | +1.4% | -0.8% |
| 3M | +3.9% | -23.9% | +27.8% | +6.2% |
| 6M | +14.5% | -24.6% | +39.1% | +17.0% |
| YTD | +12.9% | -50.5% | +63.4% | +18.4% |
| 1Y | +19.4% | -39.8% | +59.2% | +23.0% |
| All | +19.4% | -40.1% | +59.5% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling