-46.2%
STLA vs REPL
-6.0%
-40.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | +2.6% | -3.0% | +5.6% | +2.7% |
| 30D | -1.2% | +27.1% | -28.4% | -2.2% |
| 3M | -24.8% | +52.4% | -77.1% | -27.2% |
| 6M | -25.6% | +107.4% | -133.0% | -32.1% |
| YTD | -48.9% | +54.7% | -103.7% | -52.8% |
| 1Y | -38.8% | +158.9% | -197.6% | -46.8% |
| 3Y | -64.5% | -23.7% | -40.8% | -70.4% |
| 5Y | -62.4% | -54.3% | -8.1% | -67.9% |
| All | -46.2% | -6.0% | -40.2% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling