+151.8%
TER vs STLA
-74.0%
+225.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -20.5% | -4.5% | -15.9% | -19.4% |
| 30D | -47.0% | -3.9% | -43.1% | -46.6% |
| 3M | -43.3% | -20.2% | -23.1% | -39.9% |
| 6M | -42.9% | -42.2% | -0.7% | -32.4% |
| YTD | +12.9% | -59.3% | +72.2% | +46.8% |
| 1Y | +18.2% | -56.1% | +74.2% | +48.1% |
| 3Y | +151.8% | -73.7% | +225.4% | +268.3% |
| All | +151.8% | -74.0% | +225.8% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling