-73.6%
STLA vs ES
+50.7%
-124.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.1% |
| 7D | -5.5% | +5.9% | -11.5% | -7.2% |
| 30D | -3.7% | +10.2% | -13.9% | -6.6% |
| 3M | -21.1% | +0.4% | -21.5% | -21.4% |
| 6M | -38.3% | +6.9% | -45.2% | -39.9% |
| YTD | -59.2% | +10.5% | -69.7% | -60.9% |
| 1Y | -56.7% | +3.2% | -59.9% | -57.7% |
| All | -73.6% | +50.7% | -124.3% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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