+2,302.3%
TER vs STLA
+189.9%
+2,112.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -20.5% | -4.5% | -15.9% | -19.5% |
| 30D | -47.0% | -3.9% | -43.1% | -46.7% |
| 3M | -43.3% | -20.2% | -23.1% | -40.4% |
| 6M | -42.9% | -42.2% | -0.7% | -34.3% |
| YTD | +12.9% | -59.3% | +72.2% | +40.2% |
| 1Y | +18.2% | -56.1% | +74.2% | +43.2% |
| 3Y | +151.8% | -73.7% | +225.4% | +244.4% |
| 5Y | +54.2% | -70.3% | +124.5% | +101.4% |
| 10Y | +908.2% | +23.1% | +885.1% | +890.4% |
| All | +2,302.3% | +189.9% | +2,112.4% | +2,239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling