+98.3%
USB vs STLA
-64.3%
+162.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.5% |
| 7D | +1.4% | +2.6% | -1.1% | +0.9% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | +15.2% | -24.8% | +40.0% | +22.0% |
| 6M | +18.8% | -25.6% | +44.4% | +25.6% |
| YTD | +21.0% | -48.9% | +70.0% | +38.6% |
| 1Y | +34.0% | -38.8% | +72.8% | +43.8% |
| All | +98.3% | -64.3% | +162.5% | +121.7% |
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 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