-61.7%
STLA vs REPL
-54.3%
-7.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | +2.6% | -3.0% | +5.6% | +2.6% |
| 30D | -1.2% | +27.1% | -28.4% | -1.6% |
| 3M | -24.8% | +52.4% | -77.1% | -25.7% |
| 6M | -25.6% | +107.4% | -133.0% | -28.5% |
| YTD | -48.9% | +54.7% | -103.7% | -50.6% |
| 1Y | -38.8% | +158.9% | -197.6% | -42.7% |
| 3Y | -64.5% | -23.7% | -40.8% | -67.1% |
| All | -61.7% | -54.3% | -7.4% | -63.5% |
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