+54.6%
TER vs STLA
-70.1%
+124.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -20.5% | -4.5% | -15.9% | -19.1% |
| 30D | -47.0% | -3.9% | -43.1% | -46.5% |
| 3M | -43.3% | -20.2% | -23.1% | -39.2% |
| 6M | -42.9% | -42.2% | -0.7% | -29.9% |
| YTD | +12.9% | -59.3% | +72.2% | +55.7% |
| 1Y | +18.2% | -56.1% | +74.2% | +56.2% |
| 3Y | +151.8% | -73.7% | +225.4% | +308.5% |
| All | +54.6% | -70.1% | +124.6% | +110.9% |
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