+183.1%
STT vs STLA
-77.1%
+260.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +4.8% | -13.8% | +18.5% | +7.7% |
| 30D | +3.9% | -10.5% | +14.5% | +5.9% |
| 3M | -8.2% | -28.9% | +20.7% | -2.4% |
| 6M | +15.6% | -49.7% | +65.3% | +31.6% |
| YTD | +37.6% | -64.9% | +102.6% | +67.8% |
| 1Y | +50.1% | -64.0% | +114.2% | +81.3% |
| 3Y | +183.1% | -77.4% | +260.5% | +243.7% |
| All | +183.1% | -77.1% | +260.2% | +243.7% |
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