-72.5%
STLA vs ES
+3.8%
-76.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.9% |
| 7D | -11.6% | +0.1% | -11.7% | -11.7% |
| 30D | -6.2% | +6.7% | -12.9% | -8.2% |
| 3M | -24.6% | +0.3% | -24.9% | -24.8% |
| 6M | -44.9% | +7.4% | -52.3% | -46.5% |
| YTD | -62.3% | +8.4% | -70.7% | -63.6% |
| 1Y | -61.8% | +0.6% | -62.4% | -62.4% |
| 3Y | -75.3% | +50.6% | -126.0% | -79.3% |
| 5Y | -72.5% | +4.8% | -77.3% | -73.8% |
| All | -72.5% | +3.8% | -76.3% | -73.8% |
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