-74.5%
STLA vs TAP
+0.6%
-75.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.3% | -2.5% |
| 7D | -13.8% | +1.3% | -15.0% | -14.3% |
| 30D | -10.5% | +5.7% | -16.3% | -12.9% |
| 3M | -28.9% | -1.9% | -27.0% | -28.5% |
| 6M | -49.7% | +0.9% | -50.7% | -50.4% |
| YTD | -64.9% | -9.5% | -55.4% | -63.8% |
| 1Y | -64.0% | -9.0% | -55.1% | -63.0% |
| 3Y | -77.4% | -22.2% | -55.2% | -75.2% |
| All | -74.5% | +0.6% | -75.1% | -76.9% |
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 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