+202.8%
TER vs STLA
-62.4%
+265.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.0% |
| 7D | +0.6% | +2.6% | -2.0% | -0.5% |
| 30D | -8.3% | -1.2% | -7.0% | -8.4% |
| 3M | -12.2% | -24.8% | +12.5% | -1.6% |
| 6M | +17.1% | -25.6% | +42.6% | +31.4% |
| YTD | +84.7% | -48.9% | +133.6% | +135.5% |
| 1Y | +199.9% | -38.8% | +238.7% | +243.5% |
| 3Y | +232.8% | -64.5% | +297.3% | +376.8% |
| All | +202.8% | -62.4% | +265.2% | +285.6% |
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