-8.0%
T vs STLA
-57.6%
+49.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.7% | -6.4% | +8.0% | +1.8% |
| 30D | -1.7% | -1.3% | -0.4% | -1.8% |
| 3M | -7.3% | -19.9% | +12.6% | -7.4% |
| 6M | -11.2% | -42.9% | +31.7% | -11.0% |
| YTD | -8.1% | -59.4% | +51.4% | -6.2% |
| All | -8.0% | -57.6% | +49.6% | -6.9% |
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