-52.6%
STLA vs TAP
+4.4%
-57.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.7% |
| 7D | -0.6% | +9.9% | -10.6% | -3.9% |
| 30D | +3.6% | +18.1% | -14.6% | -2.5% |
| 3M | -20.6% | +3.2% | -23.8% | -21.8% |
| 6M | -34.3% | +8.4% | -42.8% | -36.5% |
| YTD | -57.3% | -4.4% | -52.9% | -57.1% |
| 1Y | -52.6% | +3.2% | -55.9% | -53.9% |
| All | -52.6% | +4.4% | -57.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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