-24.7%
U vs STLA
-42.3%
+17.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +36.6% | -4.5% | +41.1% | +38.8% |
| 30D | +13.3% | -3.9% | +17.2% | +14.1% |
| 3M | +26.2% | -20.2% | +46.4% | +37.6% |
| 6M | +88.7% | -42.2% | +130.9% | +139.2% |
| YTD | +16.6% | -59.3% | +75.9% | +68.6% |
| 1Y | +29.0% | -56.1% | +85.0% | +76.9% |
| 3Y | +99.5% | -73.7% | +173.1% | +248.2% |
| 5Y | -66.1% | -70.3% | +4.2% | -51.8% |
| All | -24.7% | -42.3% | +17.7% | +1.1% |
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 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