+98.4%
SPYG vs STLA
-66.8%
+165.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -1.7% | -5.2% | +3.5% | -0.9% |
| 3M | +3.6% | -24.9% | +28.5% | +8.6% |
| 6M | +16.6% | -25.2% | +41.8% | +22.0% |
| YTD | +13.4% | -51.4% | +64.8% | +26.9% |
| 1Y | +19.6% | -40.7% | +60.3% | +27.1% |
| All | +98.4% | -66.8% | +165.2% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling