-40.6%
TECH vs STLA
-74.6%
+34.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.1% | -13.8% | +13.9% | +4.1% |
| 30D | +0.5% | -10.5% | +11.1% | +3.0% |
| 3M | +1.1% | -28.9% | +30.0% | +9.7% |
| 6M | +62.8% | -49.7% | +112.6% | +94.7% |
| YTD | +24.5% | -64.9% | +89.4% | +63.5% |
| 1Y | +20.6% | -64.0% | +84.7% | +56.6% |
| 3Y | +29.5% | -77.4% | +106.9% | +87.1% |
| All | -40.6% | -74.6% | +34.0% | -27.5% |
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