+55.0%
ACWI vs STLA
-70.1%
+125.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.4% | -4.5% | +2.2% | -1.4% |
| 30D | -5.2% | -3.9% | -1.3% | -4.6% |
| 3M | -4.8% | -20.2% | +15.4% | -0.7% |
| 6M | -1.3% | -42.2% | +40.9% | +10.4% |
| YTD | +8.4% | -59.3% | +67.7% | +29.7% |
| 1Y | +11.0% | -56.1% | +67.1% | +29.7% |
| 3Y | +70.6% | -73.7% | +144.2% | +118.7% |
| All | +55.0% | -70.1% | +125.1% | +77.2% |
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