+196.2%
W vs STLA
+36.6%
+159.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -3.6% | -4.5% | +0.9% | -1.1% |
| 30D | +7.0% | -3.9% | +10.9% | +8.6% |
| 3M | +7.4% | -20.2% | +27.6% | +18.7% |
| 6M | +69.3% | -42.2% | +111.5% | +121.2% |
| YTD | +11.3% | -59.3% | +70.6% | +68.7% |
| 1Y | +13.2% | -56.1% | +69.3% | +63.0% |
| 3Y | +142.0% | -73.7% | +215.7% | +345.3% |
| 5Y | -54.6% | -70.3% | +15.7% | -21.5% |
| 10Y | +243.7% | +23.1% | +220.6% | +260.3% |
| All | +196.2% | +36.6% | +159.6% | +163.0% |
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