+48.7%
STLA vs GAP
+28.3%
+20.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -0.6% |
| 7D | +0.4% | -3.2% | +3.6% | +1.3% |
| 30D | -5.2% | -0.7% | -4.5% | -5.3% |
| 3M | -24.9% | -0.5% | -24.4% | -25.1% |
| 6M | -25.2% | -5.0% | -20.2% | -24.8% |
| YTD | -51.4% | -14.7% | -36.8% | -50.2% |
| 1Y | -40.7% | -8.6% | -32.1% | -40.4% |
| 3Y | -66.3% | +108.4% | -174.6% | -75.2% |
| 5Y | -63.2% | +5.8% | -69.0% | -69.5% |
| 10Y | +48.7% | +29.6% | +19.1% | -7.1% |
| All | +48.7% | +28.3% | +20.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GAP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling