-52.6%
STLA vs ARWR
+59.7%
-112.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.2% |
| 7D | -0.6% | +2.4% | -3.0% | -1.0% |
| 30D | +3.6% | -1.1% | +4.7% | +3.7% |
| 3M | -20.6% | -31.2% | +10.5% | -16.1% |
| 6M | -34.3% | -19.3% | -15.0% | -32.6% |
| YTD | -57.3% | -7.1% | -50.2% | -57.5% |
| 1Y | -52.6% | +62.9% | -115.5% | -55.8% |
| All | -52.6% | +59.7% | -112.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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