+476.2%
STX vs STLA
-74.6%
+550.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | +14.6% | -13.8% | +28.4% | +19.4% |
| 30D | -26.0% | -10.5% | -15.4% | -23.9% |
| 3M | -42.6% | -28.9% | -13.8% | -37.3% |
| 6M | -35.3% | -49.7% | +14.5% | -21.6% |
| YTD | +92.5% | -64.9% | +157.4% | +155.2% |
| 1Y | +102.4% | -64.0% | +166.4% | +165.3% |
| 3Y | +673.8% | -77.4% | +751.3% | +1,036.1% |
| All | +476.2% | -74.6% | +550.7% | +651.7% |
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 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