+263.8%
STLA vs SPY
+858.4%
-594.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | -24.8% | +2.0% | -26.8% | -26.4% |
| 6M | -25.6% | +13.0% | -38.6% | -35.0% |
| YTD | -48.9% | +13.5% | -62.5% | -56.0% |
| 1Y | -38.8% | +20.0% | -58.7% | -50.2% |
| 3Y | -64.5% | +77.2% | -141.7% | -81.1% |
| 5Y | -62.4% | +81.9% | -144.3% | -80.3% |
| 10Y | +55.4% | +314.1% | -258.7% | -62.4% |
| All | +263.8% | +858.4% | -594.6% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling