+685.7%
STT vs STLA
+263.8%
+421.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.2% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | +20.0% | -24.8% | +44.7% | +28.5% |
| 6M | +55.3% | -25.6% | +80.9% | +66.2% |
| YTD | +53.3% | -48.9% | +102.3% | +79.2% |
| 1Y | +74.7% | -38.8% | +113.5% | +92.0% |
| 3Y | +205.8% | -64.5% | +270.4% | +278.4% |
| 5Y | +145.0% | -62.4% | +207.4% | +193.1% |
| 10Y | +266.0% | +55.4% | +210.6% | +222.6% |
| All | +685.7% | +263.8% | +421.9% | +573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling