+189.9%
STLA vs ES
+380.1%
-190.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | -20.2% | -1.9% | -18.2% | -19.9% |
| 6M | -42.2% | +4.4% | -46.5% | -43.2% |
| YTD | -59.3% | +7.3% | -66.6% | -60.5% |
| 1Y | -56.1% | +2.1% | -58.2% | -56.8% |
| 3Y | -73.7% | +41.8% | -115.5% | -76.9% |
| 5Y | -70.3% | +1.4% | -71.7% | -71.4% |
| 10Y | +23.1% | +86.8% | -63.7% | +0.4% |
| All | +189.9% | +380.1% | -190.3% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling