+263.8%
STLA vs M
+95.3%
+168.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +2.6% | +4.7% | -2.1% | +1.4% |
| 30D | -1.2% | -9.6% | +8.4% | +1.2% |
| 3M | -24.8% | +0.9% | -25.6% | -25.2% |
| 6M | -25.6% | +22.3% | -47.8% | -29.6% |
| YTD | -48.9% | +6.5% | -55.5% | -50.4% |
| 1Y | -38.8% | +38.8% | -77.5% | -44.3% |
| 3Y | -64.5% | +115.9% | -180.4% | -72.4% |
| 5Y | -62.4% | +28.6% | -91.1% | -68.8% |
| 10Y | +55.4% | -2.5% | +57.9% | +11.2% |
| All | +263.8% | +95.3% | +168.5% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling