+190.5%
STLA vs ES
+394.4%
-203.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.2% |
| 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% | -60.8% |
| 1Y | -56.7% | +3.2% | -59.9% | -57.5% |
| 3Y | -74.3% | +49.0% | -123.4% | -77.8% |
| 5Y | -70.2% | +4.5% | -74.7% | -71.6% |
| 10Y | +23.4% | +92.3% | -69.0% | -0.3% |
| All | +190.5% | +394.4% | -203.9% | +58.5% |
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