+263.6%
UL vs STLA
+263.8%
-0.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.6% |
| 30D | +0.5% | -1.2% | +1.7% | +0.5% |
| 3M | +17.6% | -24.8% | +42.4% | +20.6% |
| 6M | -5.4% | -25.6% | +20.2% | -3.0% |
| YTD | +0.7% | -48.9% | +49.6% | +6.7% |
| 1Y | -9.3% | -38.8% | +29.5% | -6.1% |
| 3Y | +24.5% | -64.5% | +89.1% | +34.2% |
| 5Y | +23.2% | -62.4% | +85.6% | +29.9% |
| 10Y | +64.5% | +55.4% | +9.1% | +47.1% |
| All | +263.6% | +263.8% | -0.2% | +211.9% |
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