+92.5%
USB vs STLA
-74.0%
+166.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.2% |
| 7D | -1.5% | -5.5% | +4.1% | -0.4% |
| 30D | +4.3% | -3.7% | +8.0% | +4.8% |
| 3M | -6.1% | -21.1% | +15.1% | -2.1% |
| 6M | +9.4% | -38.3% | +47.7% | +19.3% |
| YTD | +15.2% | -59.2% | +74.4% | +36.4% |
| 1Y | +32.8% | -56.7% | +89.4% | +54.3% |
| All | +92.5% | -74.0% | +166.5% | +127.0% |
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