+33.9%
TER vs STLA
-57.6%
+91.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +13.0% | +12.8% |
| 7D | -5.8% | -6.4% | +0.6% | -5.2% |
| 30D | -38.9% | -1.3% | -37.6% | -38.7% |
| 3M | -35.1% | -19.9% | -15.2% | -33.2% |
| 6M | -31.6% | -42.9% | +11.3% | -25.6% |
| YTD | +27.2% | -59.4% | +86.7% | +37.9% |
| All | +33.9% | -57.6% | +91.5% | +41.1% |
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 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