-58.9%
STLA vs M
+26.3%
-85.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -4.9% | +5.0% | -9.9% | -6.0% |
| 30D | -4.9% | +10.6% | -15.5% | -7.2% |
| 3M | -23.7% | +1.6% | -25.2% | -24.1% |
| 6M | -45.0% | +30.8% | -75.8% | -48.6% |
| YTD | -60.9% | +16.9% | -77.8% | -62.6% |
| 1Y | -58.9% | +26.3% | -85.1% | -62.1% |
| All | -58.9% | +26.3% | -85.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling