+673.8%
STX vs STLA
-77.1%
+751.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | +14.6% | -13.8% | +28.4% | +18.3% |
| 30D | -26.0% | -10.5% | -15.4% | -24.3% |
| 3M | -42.6% | -28.9% | -13.8% | -38.6% |
| 6M | -35.3% | -49.7% | +14.5% | -24.9% |
| YTD | +92.5% | -64.9% | +157.4% | +139.5% |
| 1Y | +102.4% | -64.0% | +166.4% | +149.6% |
| 3Y | +673.8% | -77.4% | +751.3% | +904.3% |
| All | +673.8% | -77.1% | +751.0% | +904.3% |
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