-70.1%
STLA vs ES
+1.4%
-71.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | -4.5% | +1.9% | -6.4% | -5.1% |
| 30D | -3.9% | +7.1% | -11.0% | -6.1% |
| 3M | -20.2% | -1.9% | -18.2% | -19.8% |
| 6M | -42.2% | +4.4% | -46.5% | -43.3% |
| YTD | -59.3% | +7.3% | -66.6% | -60.6% |
| 1Y | -56.1% | +2.1% | -58.2% | -56.9% |
| 3Y | -73.7% | +41.8% | -115.5% | -77.4% |
| All | -70.1% | +1.4% | -71.6% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling