-61.8%
STLA vs TAP
-11.8%
-50.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -11.6% | -8.0% | -3.6% | -9.1% |
| 30D | -6.2% | +4.1% | -10.2% | -7.4% |
| 3M | -24.6% | -4.4% | -20.2% | -23.6% |
| 6M | -44.9% | -1.9% | -43.0% | -44.7% |
| YTD | -62.3% | -12.1% | -50.2% | -61.0% |
| 1Y | -61.8% | -12.0% | -49.8% | -60.5% |
| All | -61.8% | -11.8% | -50.0% | -60.5% |
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