+29.3%
V vs STLA
-53.0%
+82.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.7% |
| 7D | +9.0% | -0.6% | +9.6% | +9.0% |
| 30D | +18.1% | +3.6% | +14.5% | +17.9% |
| 3M | +18.3% | -20.6% | +39.0% | +19.0% |
| 6M | +34.1% | -34.3% | +68.4% | +34.9% |
| YTD | +25.2% | -57.3% | +82.5% | +27.6% |
| 1Y | +29.3% | -52.6% | +82.0% | +27.1% |
| All | +29.3% | -53.0% | +82.3% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling