+52.0%
STT vs STLA
-53.0%
+105.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.8% |
| 7D | -0.1% | -0.6% | +0.6% | 0.0% |
| 30D | -1.7% | +3.6% | -5.2% | -2.1% |
| 3M | -6.4% | -20.6% | +14.3% | -4.6% |
| 6M | +17.7% | -34.3% | +52.0% | +22.2% |
| YTD | +36.9% | -57.3% | +94.2% | +47.1% |
| 1Y | +52.0% | -52.6% | +104.7% | +58.7% |
| All | +52.0% | -53.0% | +105.0% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling