-39.0%
U vs STLA
-27.6%
-11.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.6% |
| 7D | -3.8% | +2.6% | -6.4% | -5.0% |
| 30D | +17.5% | -1.2% | +18.7% | +17.5% |
| 3M | +38.7% | -24.8% | +63.5% | +57.6% |
| 6M | +104.4% | -25.6% | +130.0% | +131.3% |
| YTD | -5.7% | -48.9% | +43.3% | +24.5% |
| 1Y | +3.7% | -38.8% | +42.4% | +20.7% |
| 3Y | +12.3% | -64.5% | +76.9% | +70.4% |
| 5Y | -68.8% | -62.4% | -6.4% | -59.7% |
| All | -39.0% | -27.6% | -11.4% | -25.4% |
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