+657.4%
SW vs STLA
+263.8%
+393.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -5.1% | +2.6% | -7.7% | -5.6% |
| 30D | -4.6% | -1.2% | -3.3% | -4.5% |
| 3M | +9.4% | -24.8% | +34.1% | +15.2% |
| 6M | +3.5% | -25.6% | +29.1% | +9.1% |
| YTD | +22.0% | -48.9% | +71.0% | +36.6% |
| 1Y | +2.2% | -38.8% | +41.0% | +10.3% |
| 3Y | +19.6% | -64.5% | +84.1% | +38.9% |
| 5Y | -2.3% | -62.4% | +60.1% | +10.8% |
| 10Y | +181.4% | +55.4% | +126.0% | +166.0% |
| All | +657.4% | +263.8% | +393.6% | +581.6% |
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