-7.2%
T vs STLA
-40.1%
+32.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.3% |
| 7D | -1.5% | +0.7% | -2.3% | -1.5% |
| 30D | +7.6% | -2.4% | +10.0% | +7.6% |
| 3M | +15.3% | -23.9% | +39.2% | +15.5% |
| 6M | -8.5% | -24.6% | +16.1% | -8.4% |
| YTD | +6.8% | -50.5% | +57.3% | +8.3% |
| 1Y | -7.2% | -39.8% | +32.6% | -5.4% |
| All | -7.2% | -40.1% | +32.9% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling