+78.0%
V vs STLA
-77.1%
+155.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +0.9% | -13.8% | +14.7% | +2.5% |
| 30D | +9.0% | -10.5% | +19.5% | +10.2% |
| 3M | +16.7% | -28.9% | +45.6% | +20.6% |
| 6M | +33.4% | -49.7% | +83.2% | +42.6% |
| YTD | +22.4% | -64.9% | +87.3% | +35.8% |
| 1Y | +27.7% | -64.0% | +91.7% | +40.8% |
| 3Y | +78.0% | -77.4% | +155.4% | +100.5% |
| All | +78.0% | -77.1% | +155.1% | +100.5% |
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