-42.4%
TECH vs STLA
-62.4%
+20.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | +0.7% | -1.2% | +2.0% | +0.8% |
| 3M | +36.3% | -24.8% | +61.1% | +47.3% |
| 6M | +25.6% | -25.6% | +51.1% | +34.7% |
| YTD | +23.7% | -48.9% | +72.6% | +47.8% |
| 1Y | +37.6% | -38.8% | +76.4% | +52.4% |
| 3Y | -6.6% | -64.5% | +57.9% | +19.4% |
| All | -42.4% | -62.4% | +20.0% | -35.0% |
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