+41.2%
USB vs STLA
-62.4%
+103.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | +1.4% | +2.6% | -1.1% | +0.7% |
| 30D | -1.3% | -1.2% | -0.1% | -1.3% |
| 3M | +15.2% | -24.8% | +40.0% | +23.8% |
| 6M | +18.8% | -25.6% | +44.4% | +27.4% |
| YTD | +21.0% | -48.9% | +70.0% | +43.0% |
| 1Y | +34.0% | -38.8% | +72.8% | +46.8% |
| 3Y | +95.3% | -64.5% | +159.9% | +147.9% |
| All | +41.2% | -62.4% | +103.5% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling