+46.8%
STT vs STLA
-64.2%
+111.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +0.3% |
| 7D | +5.1% | -13.1% | +18.2% | +6.5% |
| 30D | -0.2% | -13.3% | +13.0% | +1.1% |
| 3M | -8.1% | -27.9% | +19.7% | -5.5% |
| 6M | +16.6% | -47.8% | +64.5% | +23.9% |
| YTD | +37.8% | -64.6% | +102.4% | +51.2% |
| 1Y | +46.8% | -64.0% | +110.8% | +59.8% |
| All | +46.8% | -64.2% | +111.0% | +59.8% |
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