-61.7%
STLA vs ARWR
+28.5%
-90.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +2.6% | +1.7% | +0.9% | +2.3% |
| 30D | -1.2% | -0.7% | -0.6% | -1.2% |
| 3M | -24.8% | +14.9% | -39.6% | -27.0% |
| 6M | -25.6% | +32.6% | -58.2% | -29.8% |
| YTD | -48.9% | +30.0% | -79.0% | -51.9% |
| 1Y | -38.8% | +208.4% | -247.1% | -51.1% |
| 3Y | -64.5% | +208.8% | -273.3% | -74.3% |
| All | -61.7% | +28.5% | -90.2% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling