-63.1%
W vs STLA
-62.4%
-0.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +1.6% |
| 7D | -4.2% | +2.6% | -6.8% | -5.9% |
| 30D | -7.6% | -1.2% | -6.3% | -7.2% |
| 3M | +37.2% | -24.8% | +61.9% | +65.6% |
| 6M | +26.3% | -25.6% | +51.9% | +54.0% |
| YTD | -1.0% | -48.9% | +48.0% | +49.6% |
| 1Y | +20.1% | -38.8% | +58.9% | +51.0% |
| 3Y | +37.8% | -64.5% | +102.3% | +153.5% |
| All | -63.1% | -62.4% | -0.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling