+19.6%
SW vs STLA
-64.3%
+83.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | -5.1% | +2.6% | -7.7% | -5.9% |
| 30D | -4.6% | -1.2% | -3.3% | -4.4% |
| 3M | +9.4% | -24.8% | +34.1% | +19.9% |
| 6M | +3.5% | -25.6% | +29.1% | +13.5% |
| YTD | +22.0% | -48.9% | +71.0% | +48.6% |
| 1Y | +2.2% | -38.8% | +41.0% | +15.8% |
| All | +19.6% | -64.3% | +83.9% | +52.8% |
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 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