+24.3%
W vs STLA
-53.0%
+77.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.8% | +7.2% | +9.7% |
| 7D | +8.4% | -0.6% | +9.0% | +8.6% |
| 30D | +16.5% | +3.6% | +12.9% | +15.0% |
| 3M | +6.4% | -20.6% | +27.1% | +14.7% |
| 6M | +90.5% | -34.3% | +124.9% | +118.8% |
| YTD | +23.1% | -57.3% | +80.4% | +43.8% |
| 1Y | +24.3% | -52.6% | +76.9% | +36.5% |
| All | +24.3% | -53.0% | +77.3% | +36.5% |
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 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