+96.8%
TEVA vs STLA
-38.0%
+134.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -0.2% | +2.6% | -2.8% | -0.7% |
| 30D | +4.7% | -1.2% | +6.0% | +4.8% |
| 3M | +5.6% | -24.8% | +30.4% | +10.2% |
| 6M | +10.5% | -25.6% | +36.1% | +14.9% |
| YTD | +16.5% | -48.9% | +65.4% | +26.4% |
| 1Y | +96.8% | -38.8% | +135.5% | +108.8% |
| All | +96.8% | -38.0% | +134.8% | +108.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling