+319.2%
SYY vs STLA
+263.8%
+55.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | -2.3% | +2.6% | -4.9% | -2.8% |
| 30D | -4.9% | -1.2% | -3.7% | -4.9% |
| 3M | +8.4% | -24.8% | +33.1% | +13.2% |
| 6M | -7.4% | -25.6% | +18.2% | -3.4% |
| YTD | +11.0% | -48.9% | +59.9% | +22.4% |
| 1Y | -0.2% | -38.8% | +38.5% | +5.6% |
| 3Y | +23.8% | -64.5% | +88.3% | +40.8% |
| 5Y | +18.1% | -62.4% | +80.6% | +30.3% |
| 10Y | +94.6% | +55.4% | +39.2% | +78.1% |
| All | +319.2% | +263.8% | +55.4% | +257.0% |
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