+646.8%
SW vs STLA
+204.3%
+442.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +3.4% |
| 7D | +12.1% | -0.6% | +12.7% | +12.2% |
| 30D | +6.6% | +3.6% | +3.0% | +5.5% |
| 3M | -6.0% | -20.6% | +14.6% | -2.4% |
| 6M | +21.5% | -34.3% | +55.8% | +30.5% |
| YTD | +20.3% | -57.3% | +77.6% | +38.6% |
| 1Y | +28.1% | -52.6% | +80.8% | +44.7% |
| 3Y | +51.6% | -73.1% | +124.7% | +84.1% |
| 5Y | -0.1% | -68.7% | +68.6% | +16.6% |
| 10Y | +189.7% | +29.2% | +160.6% | +182.3% |
| All | +646.8% | +204.3% | +442.6% | +591.5% |
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