-70.1%
STLA vs TAP
+2.0%
-72.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.7% |
| 7D | -4.5% | +0.5% | -5.0% | -4.8% |
| 30D | -3.9% | +9.1% | -13.1% | -7.8% |
| 3M | -20.2% | -3.8% | -16.4% | -19.1% |
| 6M | -42.2% | -3.4% | -38.7% | -41.7% |
| YTD | -59.3% | -10.6% | -48.7% | -57.8% |
| 1Y | -56.1% | -4.4% | -51.6% | -55.9% |
| 3Y | -73.7% | -24.4% | -49.3% | -70.7% |
| All | -70.1% | +2.0% | -72.1% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling