-42.2%
STLA vs ES
+4.1%
-46.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | -4.5% | +1.9% | -6.4% | -4.6% |
| 30D | -3.9% | +7.1% | -11.0% | -4.0% |
| 3M | -20.2% | -1.9% | -18.2% | -20.8% |
| 6M | -42.2% | +4.4% | -46.5% | -43.0% |
| All | -42.2% | +4.1% | -46.2% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling