+59.6%
T vs STLA
-74.0%
+133.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | +1.0% | -4.5% | +5.6% | +1.2% |
| 30D | -10.6% | -3.9% | -6.7% | -10.6% |
| 3M | -7.7% | -20.2% | +12.4% | -7.3% |
| 6M | -13.3% | -42.2% | +28.9% | -12.2% |
| YTD | -8.8% | -59.3% | +50.6% | -6.5% |
| 1Y | -8.4% | -56.1% | +47.7% | -6.5% |
| 3Y | +59.6% | -73.7% | +133.3% | +66.6% |
| All | +59.6% | -74.0% | +133.7% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling