+189.9%
STLA vs SPY
+817.2%
-627.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.6% |
| 7D | -4.5% | -2.7% | -1.8% | -1.5% |
| 30D | -3.9% | -5.4% | +1.5% | +2.5% |
| 3M | -20.2% | -4.1% | -16.1% | -16.1% |
| 6M | -42.2% | +0.7% | -42.9% | -42.4% |
| YTD | -59.3% | +8.7% | -68.0% | -63.1% |
| 1Y | -56.1% | +10.9% | -66.9% | -61.0% |
| 3Y | -73.7% | +75.0% | -148.6% | -85.7% |
| 5Y | -70.3% | +67.8% | -138.1% | -82.9% |
| 10Y | +23.1% | +312.9% | -289.8% | -69.7% |
| All | +189.9% | +817.2% | -627.4% | -50.3% |
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