+2,187.0%
V vs STLA
+263.8%
+1,923.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | -1.7% | +2.6% | -4.3% | -2.2% |
| 30D | +2.0% | -1.2% | +3.2% | +2.0% |
| 3M | +17.4% | -24.8% | +42.1% | +23.0% |
| 6M | +17.5% | -25.6% | +43.1% | +22.8% |
| YTD | +7.6% | -48.9% | +56.5% | +19.5% |
| 1Y | +7.7% | -38.8% | +46.5% | +14.5% |
| 3Y | +54.7% | -64.5% | +119.2% | +77.6% |
| 5Y | +73.0% | -62.4% | +135.5% | +92.8% |
| 10Y | +390.9% | +55.4% | +335.5% | +334.9% |
| All | +2,187.0% | +263.8% | +1,923.2% | +1,713.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling