+67.8%
SPYG vs STLA
-74.6%
+142.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +2.3% | -13.8% | +16.1% | +5.8% |
| 30D | -6.5% | -10.5% | +4.1% | -4.4% |
| 3M | -6.8% | -28.9% | +22.0% | +0.1% |
| 6M | -3.1% | -49.7% | +46.6% | +12.9% |
| YTD | +8.0% | -64.9% | +72.9% | +35.6% |
| 1Y | +10.2% | -64.0% | +74.3% | +36.9% |
| 3Y | +91.0% | -77.4% | +168.4% | +158.4% |
| All | +67.8% | -74.6% | +142.4% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling