+96.6%
USB vs STLA
-72.7%
+169.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.2% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | +6.6% | +3.6% | +3.0% | +5.6% |
| 3M | -4.1% | -20.6% | +16.6% | -0.1% |
| 6M | +12.5% | -34.3% | +46.8% | +21.2% |
| YTD | +17.6% | -57.3% | +74.9% | +38.1% |
| 1Y | +36.5% | -52.6% | +89.1% | +55.4% |
| All | +96.6% | -72.7% | +169.4% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling