+3.6%
STLA vs TRU
+238.0%
-234.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +4.0% |
| 7D | +2.6% | -6.8% | +9.3% | +5.8% |
| 30D | -1.2% | 0.0% | -1.3% | -1.4% |
| 3M | -24.8% | +13.3% | -38.1% | -29.7% |
| 6M | -25.6% | +3.4% | -29.0% | -27.9% |
| YTD | -48.9% | -6.4% | -42.6% | -49.2% |
| 1Y | -38.8% | -9.7% | -29.1% | -38.6% |
| 3Y | -64.5% | +0.1% | -64.7% | -68.1% |
| 5Y | -62.4% | -34.0% | -28.4% | -58.7% |
| 10Y | +55.4% | +147.9% | -92.5% | -21.4% |
| All | +3.6% | +238.0% | -234.4% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling