+125.7%
SU vs STLA
-66.8%
+192.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +1.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +10.7% | -5.2% | +15.9% | +11.2% |
| 3M | +13.5% | -24.9% | +38.4% | +16.3% |
| 6M | +21.8% | -25.2% | +47.0% | +23.9% |
| YTD | +58.8% | -51.4% | +110.3% | +71.0% |
| 1Y | +72.0% | -40.7% | +112.7% | +77.0% |
| All | +125.7% | -66.8% | +192.5% | +146.3% |
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