-1.6%
SW vs STLA
-70.3%
+68.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | 0.0% |
| 7D | +4.7% | -5.5% | +10.2% | +6.6% |
| 30D | +5.0% | -3.7% | +8.7% | +5.7% |
| 3M | -7.3% | -21.1% | +13.8% | -0.6% |
| 6M | +15.0% | -38.3% | +53.3% | +34.0% |
| YTD | +18.5% | -59.2% | +77.7% | +56.1% |
| 1Y | +27.1% | -56.7% | +83.8% | +63.4% |
| 3Y | +49.3% | -74.3% | +123.6% | +115.5% |
| 5Y | -1.6% | -70.2% | +68.6% | +21.7% |
| All | -1.6% | -70.3% | +68.7% | +21.7% |
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