+488.1%
ACWI vs STLA
+263.8%
+224.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | +0.9% | -1.2% | +2.1% | +0.9% |
| 3M | +2.4% | -24.8% | +27.2% | +7.6% |
| 6M | +12.4% | -25.6% | +37.9% | +17.9% |
| YTD | +15.2% | -48.9% | +64.1% | +28.4% |
| 1Y | +22.7% | -38.8% | +61.5% | +31.2% |
| 3Y | +75.8% | -64.5% | +140.3% | +103.3% |
| 5Y | +67.7% | -62.4% | +130.2% | +88.4% |
| 10Y | +229.0% | +55.4% | +173.6% | +190.9% |
| All | +488.1% | +263.8% | +224.3% | +399.1% |
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