+67.7%
T vs STLA
-62.4%
+130.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -1.3% | +2.6% | -3.9% | -1.5% |
| 30D | +11.4% | -1.2% | +12.6% | +11.4% |
| 3M | +14.3% | -24.8% | +39.1% | +17.0% |
| 6M | -9.3% | -25.6% | +16.3% | -7.3% |
| YTD | +7.1% | -48.9% | +56.0% | +13.3% |
| 1Y | -9.1% | -38.8% | +29.7% | -6.2% |
| 3Y | +105.3% | -64.5% | +169.9% | +122.4% |
| All | +67.7% | -62.4% | +130.0% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling