+163.6%
W vs STLA
+71.5%
+92.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +1.9% |
| 7D | -4.2% | +2.6% | -6.8% | -5.4% |
| 30D | -7.6% | -1.2% | -6.3% | -7.3% |
| 3M | +37.2% | -24.8% | +61.9% | +58.2% |
| 6M | +26.3% | -25.6% | +51.9% | +47.1% |
| YTD | -1.0% | -48.9% | +48.0% | +35.2% |
| 1Y | +20.1% | -38.8% | +58.9% | +45.7% |
| 3Y | +37.8% | -64.5% | +102.3% | +121.4% |
| 5Y | -63.7% | -62.4% | -1.2% | -43.6% |
| 10Y | +156.3% | +55.4% | +100.9% | +141.3% |
| All | +163.6% | +71.5% | +92.1% | +110.9% |
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