+25.8%
TECH vs STLA
-56.7%
+82.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.2% | -4.5% | +4.7% | +0.3% |
| 30D | +0.3% | -3.9% | +4.2% | +0.5% |
| 3M | +1.3% | -20.2% | +21.5% | +2.2% |
| 6M | +54.0% | -42.2% | +96.1% | +58.5% |
| YTD | +24.3% | -59.3% | +83.6% | +35.2% |
| 1Y | +25.8% | -56.1% | +81.9% | +33.2% |
| All | +25.8% | -56.7% | +82.5% | +33.2% |
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