-65.6%
STLA vs USFR
+14.0%
-79.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -2.9% |
| 7D | +0.7% | +0.1% | +0.7% | +1.0% |
| 30D | -2.4% | +0.3% | -2.7% | -1.2% |
| 3M | -23.9% | +1.0% | -24.8% | -21.1% |
| 6M | -24.6% | +1.9% | -26.5% | -20.4% |
| YTD | -50.5% | +2.7% | -53.2% | -47.2% |
| 1Y | -39.8% | +4.0% | -43.9% | -35.2% |
| 3Y | -65.6% | +14.0% | -79.7% | -59.6% |
| All | -65.6% | +14.0% | -79.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling