+263.8%
STLA vs MKTX
+1,324.5%
-1,060.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -1.2% | +1.1% | -2.3% | -1.4% |
| 3M | -24.8% | +36.1% | -60.9% | -28.9% |
| 6M | -25.6% | -12.9% | -12.7% | -24.4% |
| YTD | -48.9% | -8.5% | -40.4% | -48.6% |
| 1Y | -38.8% | -7.5% | -31.2% | -38.6% |
| 3Y | -64.5% | -28.3% | -36.2% | -63.8% |
| 5Y | -62.4% | -63.3% | +0.9% | -57.5% |
| 10Y | +55.4% | +4.5% | +50.9% | +42.7% |
| All | +263.8% | +1,324.5% | -1,060.7% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling