-63.1%
STLA vs MKTX
-60.5%
-2.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -5.2% | +1.0% | -6.1% | -5.3% |
| 3M | -24.9% | +40.8% | -65.7% | -28.5% |
| 6M | -25.2% | -10.9% | -14.3% | -23.9% |
| YTD | -51.4% | -8.6% | -42.8% | -50.8% |
| 1Y | -40.7% | -11.6% | -29.1% | -39.7% |
| 3Y | -66.3% | -24.5% | -41.7% | -66.2% |
| All | -63.1% | -60.5% | -2.6% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling