-20.6%
STLA vs TRU
+247.6%
-268.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.5% | -3.1% |
| 7D | -4.9% | +4.6% | -9.5% | -6.8% |
| 30D | -4.9% | +25.4% | -30.4% | -14.8% |
| 3M | -23.7% | +4.0% | -27.6% | -25.7% |
| 6M | -45.0% | +14.5% | -59.4% | -49.3% |
| YTD | -60.9% | -3.7% | -57.2% | -61.8% |
| 1Y | -58.9% | +2.8% | -61.7% | -61.2% |
| 3Y | -74.4% | +58.5% | -133.0% | -81.5% |
| 5Y | -71.5% | -25.0% | -46.5% | -71.0% |
| 10Y | +5.3% | +186.0% | -180.7% | -51.0% |
| All | -20.6% | +247.6% | -268.2% | -64.8% |
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