+67.2%
SU vs STLA
-40.1%
+107.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | 0.0% |
| 7D | +2.2% | -2.9% | +5.1% | +2.0% |
| 30D | +8.4% | +0.9% | +7.5% | +8.6% |
| 3M | +12.1% | -21.6% | +33.7% | +10.4% |
| 6M | +19.7% | -21.6% | +41.3% | +17.2% |
| YTD | +58.4% | -50.4% | +108.8% | +56.9% |
| 1Y | +67.2% | -43.6% | +110.8% | +63.5% |
| All | +67.2% | -40.1% | +107.4% | +63.5% |
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