+189.9%
STLA vs M
+97.3%
+92.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.9% |
| 7D | -4.5% | -4.3% | -0.3% | -3.5% |
| 30D | -3.9% | +1.3% | -5.2% | -4.3% |
| 3M | -20.2% | -7.4% | -12.8% | -18.9% |
| 6M | -42.2% | +18.3% | -60.5% | -45.0% |
| YTD | -59.3% | +7.6% | -66.9% | -60.7% |
| 1Y | -56.1% | +17.4% | -73.4% | -58.5% |
| 3Y | -73.7% | +108.4% | -182.0% | -79.4% |
| 5Y | -70.3% | -10.6% | -59.7% | -73.0% |
| 10Y | +23.1% | -3.2% | +26.3% | -11.8% |
| All | +189.9% | +97.3% | +92.6% | +77.9% |
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