+221.6%
ACWI vs STLA
+12.4%
+209.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.2% | +0.4% |
| 7D | -0.2% | -4.9% | +4.8% | +1.1% |
| 30D | -3.3% | -4.9% | +1.6% | -2.4% |
| 3M | -3.4% | -23.7% | +20.3% | +2.4% |
| 6M | +0.8% | -45.0% | +45.8% | +15.5% |
| YTD | +10.7% | -60.9% | +71.6% | +36.0% |
| 1Y | +11.6% | -58.9% | +70.5% | +34.8% |
| 3Y | +73.4% | -74.4% | +147.8% | +128.2% |
| 5Y | +60.2% | -71.5% | +131.7% | +97.8% |
| 10Y | +221.6% | +5.3% | +216.3% | +194.3% |
| All | +221.6% | +12.4% | +209.2% | +194.3% |
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 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