+18.4%
U vs STLA
-53.0%
+71.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +4.4% |
| 7D | +7.5% | -0.6% | +8.1% | +7.5% |
| 30D | -7.0% | +3.6% | -10.6% | -7.5% |
| 3M | +20.6% | -20.6% | +41.2% | +23.2% |
| 6M | +53.2% | -34.3% | +87.5% | +60.2% |
| YTD | -3.9% | -57.3% | +53.4% | +5.1% |
| 1Y | +18.4% | -52.6% | +71.0% | +17.1% |
| All | +18.4% | -53.0% | +71.4% | +17.1% |
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