+263.8%
STLA vs ES
+382.8%
-119.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -1.2% | -2.0% | +0.7% | -0.7% |
| 3M | -24.8% | +1.7% | -26.4% | -25.4% |
| 6M | -25.6% | -3.5% | -22.0% | -25.1% |
| YTD | -48.9% | +7.9% | -56.9% | -50.5% |
| 1Y | -38.8% | +17.2% | -55.9% | -42.4% |
| 3Y | -64.5% | +29.3% | -93.8% | -68.1% |
| 5Y | -62.4% | -5.7% | -56.7% | -63.0% |
| 10Y | +55.4% | +85.2% | -29.8% | +27.2% |
| All | +263.8% | +382.8% | -119.0% | +100.1% |
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