+0.8%
UL vs STLA
-64.5%
+65.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +1.1% | -13.8% | +14.9% | +1.5% |
| 30D | +4.5% | -10.5% | +15.0% | +4.9% |
| 3M | +6.5% | -28.9% | +35.3% | +7.5% |
| 6M | +18.2% | -49.7% | +67.9% | +20.2% |
| YTD | +4.7% | -64.9% | +69.6% | +7.0% |
| 1Y | +0.8% | -64.0% | +64.8% | +2.7% |
| All | +0.8% | -64.5% | +65.2% | +2.7% |
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