+365.4%
STX vs STLA
-38.0%
+403.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.2% |
| 7D | +2.4% | +2.6% | -0.2% | +2.1% |
| 30D | +1.4% | -1.2% | +2.6% | +1.7% |
| 3M | -8.2% | -24.8% | +16.5% | -3.8% |
| 6M | +127.0% | -25.6% | +152.6% | +136.3% |
| YTD | +209.1% | -48.9% | +258.1% | +236.2% |
| 1Y | +365.4% | -38.8% | +404.2% | +372.5% |
| All | +365.4% | -38.0% | +403.4% | +372.5% |
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 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