+252.9%
SU vs STLA
+263.8%
-10.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +3.6% | +2.6% | +1.0% | +2.9% |
| 30D | +7.9% | -1.2% | +9.1% | +7.9% |
| 3M | +3.5% | -24.8% | +28.3% | +10.0% |
| 6M | +19.0% | -25.6% | +44.5% | +25.3% |
| YTD | +55.0% | -48.9% | +103.9% | +76.6% |
| 1Y | +71.2% | -38.8% | +110.0% | +84.0% |
| 3Y | +117.4% | -64.5% | +182.0% | +159.4% |
| 5Y | +335.2% | -62.4% | +397.6% | +398.4% |
| 10Y | +248.7% | +55.4% | +193.4% | +193.3% |
| All | +252.9% | +263.8% | -10.9% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling