+238.4%
A vs STLA
+51.6%
+186.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.6% | -3.8% | -0.7% | -3.5% |
| 30D | -4.3% | -3.1% | -1.1% | -3.6% |
| 3M | +8.9% | -19.6% | +28.6% | +15.0% |
| 6M | +24.5% | -23.5% | +48.0% | +32.4% |
| YTD | +5.8% | -51.5% | +57.3% | +25.9% |
| 1Y | +16.2% | -39.7% | +55.9% | +28.6% |
| 3Y | +28.5% | -66.3% | +94.8% | +62.3% |
| 5Y | -16.3% | -63.1% | +46.8% | 0.0% |
| All | +238.4% | +51.6% | +186.7% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling