+504.0%
STRL vs STLA
-64.3%
+568.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.4% |
| 7D | +3.4% | +2.6% | +0.8% | +2.6% |
| 30D | -9.2% | -1.2% | -8.0% | -9.2% |
| 3M | -51.0% | -24.8% | -26.3% | -46.8% |
| 6M | +15.8% | -25.6% | +41.3% | +26.0% |
| YTD | +58.9% | -48.9% | +107.8% | +88.4% |
| 1Y | +68.5% | -38.8% | +107.3% | +86.8% |
| All | +504.0% | -64.3% | +568.3% | +656.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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