+15.6%
U vs STLA
-66.1%
+81.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.7% |
| 7D | +5.5% | -2.9% | +8.4% | +6.5% |
| 30D | -1.3% | +0.9% | -2.2% | -1.8% |
| 3M | +64.6% | -21.6% | +86.2% | +77.5% |
| 6M | +119.4% | -21.6% | +141.0% | +135.5% |
| YTD | -0.5% | -50.4% | +49.9% | +23.2% |
| 1Y | +1.3% | -43.6% | +44.9% | +16.7% |
| 3Y | +15.6% | -66.4% | +82.0% | +42.6% |
| All | +15.6% | -66.1% | +81.8% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling