-57.3%
STLA vs M
+25.7%
-83.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -2.1% |
| 7D | -6.4% | +2.5% | -8.9% | -6.9% |
| 30D | -1.3% | +10.1% | -11.4% | -3.6% |
| 3M | -19.9% | -0.9% | -19.0% | -20.0% |
| 6M | -42.9% | +30.2% | -73.1% | -46.6% |
| YTD | -59.4% | +16.3% | -75.7% | -61.1% |
| All | -57.3% | +25.7% | -83.0% | -60.6% |
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