-67.1%
STLA vs EFV
+88.7%
-155.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.5% |
| 7D | +0.4% | -0.5% | +0.9% | +1.3% |
| 30D | -5.2% | 0.0% | -5.2% | -5.1% |
| 3M | -24.9% | +8.4% | -33.3% | -33.8% |
| 6M | -25.2% | +12.3% | -37.5% | -37.7% |
| YTD | -51.4% | +17.4% | -68.8% | -63.1% |
| 1Y | -40.7% | +27.1% | -67.8% | -60.6% |
| All | -67.1% | +88.7% | -155.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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