+569.7%
STT vs STLA
+189.9%
+379.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.5% | -4.5% | +2.0% | -1.3% |
| 30D | -5.0% | -3.9% | -1.0% | -4.2% |
| 3M | -10.5% | -20.2% | +9.7% | -5.8% |
| 6M | +10.0% | -42.2% | +52.2% | +25.6% |
| YTD | +30.7% | -59.3% | +90.0% | +61.3% |
| 1Y | +43.8% | -56.1% | +99.8% | +73.1% |
| 3Y | +168.1% | -73.7% | +241.7% | +257.9% |
| 5Y | +101.4% | -70.3% | +171.7% | +155.2% |
| 10Y | +211.3% | +23.1% | +188.2% | +190.5% |
| All | +569.7% | +189.9% | +379.8% | +506.5% |
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