+87.5%
U vs STLA
-77.1%
+164.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.5% |
| 7D | +2.6% | -13.8% | +16.3% | +7.0% |
| 30D | +27.6% | -10.5% | +38.1% | +30.5% |
| 3M | +15.3% | -28.9% | +44.2% | +26.3% |
| 6M | +96.4% | -49.7% | +146.1% | +139.5% |
| YTD | +19.6% | -64.9% | +84.5% | +61.1% |
| 1Y | +42.1% | -64.0% | +106.1% | +88.3% |
| 3Y | +87.5% | -77.4% | +165.0% | +153.1% |
| All | +87.5% | -77.1% | +164.7% | +153.1% |
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 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