-64.6%
STLA vs ALC
-13.3%
-51.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.4% |
| 7D | +2.6% | -2.1% | +4.7% | +3.6% |
| 30D | -1.2% | -0.1% | -1.1% | -1.3% |
| 3M | -24.8% | +5.9% | -30.7% | -27.2% |
| 6M | -25.6% | -15.9% | -9.6% | -18.6% |
| YTD | -48.9% | -10.1% | -38.8% | -46.6% |
| 1Y | -38.8% | -10.2% | -28.5% | -35.9% |
| All | -64.6% | -13.3% | -51.3% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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