+14.8%
W vs STLA
-40.1%
+54.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.7% |
| 7D | +6.5% | +0.7% | +5.7% | +6.2% |
| 30D | -6.2% | -2.4% | -3.9% | -5.6% |
| 3M | +48.9% | -23.9% | +72.7% | +62.7% |
| 6M | +31.2% | -24.6% | +55.8% | +45.0% |
| YTD | -0.4% | -50.5% | +50.1% | +17.0% |
| 1Y | +14.8% | -39.8% | +54.7% | +27.1% |
| All | +14.8% | -40.1% | +54.9% | +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