-57.2%
STLA vs REPL
+35.1%
-92.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.5% |
| 7D | -4.5% | +22.8% | -27.3% | -5.3% |
| 30D | -3.9% | +63.8% | -67.7% | -5.8% |
| 3M | -20.2% | +68.1% | -88.3% | -21.9% |
| 6M | -42.2% | +528.5% | -570.7% | -48.4% |
| YTD | -59.3% | +122.4% | -181.7% | -63.0% |
| 1Y | -56.1% | +154.4% | -210.4% | -60.3% |
| 3Y | -73.7% | +68.0% | -141.6% | -79.4% |
| 5Y | -70.3% | -35.4% | -34.9% | -75.0% |
| All | -57.2% | +35.1% | -92.3% | -73.2% |
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