-73.7%
STLA vs SPY
+75.1%
-148.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.7% |
| 7D | -4.5% | -2.7% | -1.8% | -0.9% |
| 30D | -3.9% | -5.4% | +1.5% | +3.8% |
| 3M | -20.2% | -4.1% | -16.1% | -15.2% |
| 6M | -42.2% | +0.7% | -42.9% | -42.6% |
| YTD | -59.3% | +8.7% | -68.0% | -64.0% |
| 1Y | -56.1% | +10.9% | -66.9% | -62.2% |
| 3Y | -73.7% | +75.0% | -148.6% | -87.5% |
| All | -73.7% | +75.1% | -148.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling