-56.7%
STLA vs TRU
+4.5%
-61.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.5% | -4.7% |
| 7D | -5.5% | +9.8% | -15.4% | -7.1% |
| 30D | -3.7% | +30.7% | -34.4% | -8.5% |
| 3M | -21.1% | +3.8% | -25.0% | -22.1% |
| 6M | -38.3% | +21.9% | -60.2% | -39.9% |
| YTD | -59.2% | -2.8% | -56.4% | -57.4% |
| 1Y | -56.7% | +4.8% | -61.5% | -58.2% |
| All | -56.7% | +4.5% | -61.1% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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