+272.5%
UL vs STLA
+168.9%
+103.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | -1.7% | -11.6% | +9.9% | -0.5% |
| 30D | +4.5% | -6.2% | +10.7% | +5.0% |
| 3M | +5.5% | -24.6% | +30.1% | +8.1% |
| 6M | +17.0% | -44.9% | +61.9% | +23.4% |
| YTD | +3.2% | -62.3% | +65.4% | +12.3% |
| 1Y | -1.9% | -61.8% | +59.9% | +6.5% |
| 3Y | +33.6% | -75.3% | +108.9% | +49.0% |
| 5Y | +31.5% | -72.5% | +104.0% | +42.7% |
| 10Y | +103.9% | +0.8% | +103.2% | +89.6% |
| All | +272.5% | +168.9% | +103.6% | +228.4% |
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