-52.6%
STLA vs SNY
+2.7%
-55.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +1.6% |
| 7D | -0.6% | +12.4% | -13.0% | -5.9% |
| 30D | +3.6% | +20.1% | -16.6% | -4.7% |
| 3M | -20.6% | +11.2% | -31.9% | -24.2% |
| 6M | -34.3% | +9.5% | -43.8% | -37.0% |
| YTD | -57.3% | +3.4% | -60.7% | -58.0% |
| 1Y | -52.6% | +2.0% | -54.7% | -52.9% |
| All | -52.6% | +2.7% | -55.4% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling