+263.8%
STLA vs GAP
+73.5%
+190.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +2.6% | -4.5% | +7.1% | +3.8% |
| 30D | -1.2% | +9.0% | -10.3% | -3.7% |
| 3M | -24.8% | +5.0% | -29.8% | -26.0% |
| 6M | -25.6% | -17.8% | -7.8% | -22.6% |
| YTD | -48.9% | -10.4% | -38.5% | -48.3% |
| 1Y | -38.8% | -3.4% | -35.4% | -39.3% |
| 3Y | -64.5% | +111.5% | -176.0% | -73.4% |
| 5Y | -62.4% | +8.8% | -71.3% | -68.6% |
| 10Y | +55.4% | +32.9% | +22.5% | +4.0% |
| All | +263.8% | +73.5% | +190.3% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling