+306.6%
SYY vs STLA
+150.0%
+156.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | +0.3% | -13.8% | +14.1% | +2.8% |
| 30D | -4.8% | -10.5% | +5.8% | -3.1% |
| 3M | -7.1% | -28.9% | +21.8% | -2.1% |
| 6M | +6.8% | -49.7% | +56.5% | +18.9% |
| YTD | +7.7% | -64.9% | +72.6% | +26.0% |
| 1Y | +5.7% | -64.0% | +69.7% | +22.8% |
| 3Y | +24.6% | -77.4% | +102.0% | +52.9% |
| 5Y | +15.6% | -74.4% | +90.1% | +35.8% |
| 10Y | +87.9% | -6.4% | +94.3% | +84.1% |
| All | +306.6% | +150.0% | +156.7% | +267.7% |
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 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