-74.5%
STLA vs REPL
-35.0%
-39.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -13.8% | +1.2% | -15.0% | -13.8% |
| 30D | -10.5% | +92.2% | -102.7% | -11.5% |
| 3M | -28.9% | +44.1% | -73.0% | -29.4% |
| 6M | -49.7% | +313.0% | -362.8% | -51.5% |
| YTD | -64.9% | +125.2% | -190.1% | -66.2% |
| 1Y | -64.0% | +143.8% | -207.8% | -65.5% |
| 3Y | -77.4% | +104.2% | -181.6% | -80.7% |
| All | -74.5% | -35.0% | -39.5% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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