+443.6%
STX vs STLA
-70.1%
+513.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -28.5% | -4.5% | -24.0% | -27.5% |
| 30D | -42.9% | -3.9% | -39.0% | -42.4% |
| 3M | -45.9% | -20.2% | -25.7% | -42.7% |
| 6M | -41.3% | -42.2% | +0.9% | -31.7% |
| YTD | +67.9% | -59.3% | +127.3% | +113.6% |
| 1Y | +66.5% | -56.1% | +122.6% | +105.4% |
| 3Y | +588.0% | -73.7% | +661.6% | +865.6% |
| All | +443.6% | -70.1% | +513.7% | +578.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling