+3,830.5%
TER vs STLA
+263.8%
+3,566.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.1% |
| 30D | -8.3% | -1.2% | -7.0% | -8.4% |
| 3M | -12.2% | -24.8% | +12.5% | -5.2% |
| 6M | +17.1% | -25.6% | +42.6% | +26.6% |
| YTD | +84.7% | -48.9% | +133.6% | +117.2% |
| 1Y | +199.9% | -38.8% | +238.7% | +232.1% |
| 3Y | +232.8% | -64.5% | +297.3% | +322.3% |
| 5Y | +198.6% | -62.4% | +261.0% | +268.3% |
| 10Y | +1,669.7% | +55.4% | +1,614.4% | +1,544.0% |
| All | +3,830.5% | +263.8% | +3,566.7% | +3,525.7% |
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