-64.0%
STLA vs M
+22.4%
-86.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.6% |
| 7D | -13.1% | +0.6% | -13.6% | -13.2% |
| 30D | -13.3% | +7.0% | -20.3% | -14.6% |
| 3M | -27.9% | +3.1% | -31.0% | -28.5% |
| 6M | -47.8% | +33.5% | -81.3% | -51.6% |
| YTD | -64.6% | +13.4% | -78.0% | -65.8% |
| 1Y | -64.0% | +22.4% | -86.4% | -66.5% |
| All | -64.0% | +22.4% | -86.4% | -66.5% |
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