+226.2%
SU vs STLA
-74.6%
+300.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +1.7% | -13.8% | +15.5% | +3.9% |
| 30D | -7.9% | -10.5% | +2.7% | -6.7% |
| 3M | +7.5% | -28.9% | +36.4% | +12.4% |
| 6M | +7.2% | -49.7% | +56.9% | +18.2% |
| YTD | +60.9% | -64.9% | +125.8% | +88.0% |
| 1Y | +63.6% | -64.0% | +127.7% | +89.4% |
| 3Y | +128.9% | -77.4% | +206.3% | +185.0% |
| All | +226.2% | -74.6% | +300.8% | +283.1% |
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