+849.5%
SPY vs STLA
+189.2%
+660.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +0.1% | -6.4% | +6.4% | +1.2% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -2.4% | -19.9% | +17.5% | +0.9% |
| 6M | +2.6% | -42.9% | +45.5% | +12.2% |
| YTD | +11.2% | -59.4% | +70.7% | +27.8% |
| 1Y | +13.4% | -56.8% | +70.2% | +28.5% |
| 3Y | +79.9% | -73.1% | +153.0% | +115.9% |
| 5Y | +72.2% | -70.1% | +142.3% | +99.1% |
| 10Y | +307.3% | +19.8% | +287.5% | +282.1% |
| All | +849.5% | +189.2% | +660.3% | +753.9% |
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