+277.2%
UL vs STLA
+189.2%
+88.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.3% | -6.4% | +6.6% | +0.9% |
| 30D | +7.0% | -1.3% | +8.3% | +7.0% |
| 3M | +5.8% | -19.9% | +25.7% | +7.8% |
| 6M | +16.1% | -42.9% | +59.0% | +22.1% |
| YTD | +4.5% | -59.4% | +63.9% | +12.9% |
| 1Y | -1.3% | -56.8% | +55.5% | +5.9% |
| 3Y | +35.0% | -73.1% | +108.0% | +49.3% |
| 5Y | +31.9% | -70.1% | +102.0% | +42.0% |
| 10Y | +99.3% | +19.8% | +79.5% | +82.4% |
| All | +277.2% | +189.2% | +88.0% | +230.2% |
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