+281.8%
ADP vs STLA
+51.8%
+230.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -3.4% | +2.6% | -6.0% | -3.9% |
| 30D | +2.8% | -1.2% | +4.0% | +2.9% |
| 3M | +20.9% | -24.8% | +45.7% | +27.3% |
| 6M | +29.9% | -25.6% | +55.4% | +36.0% |
| YTD | +9.6% | -48.9% | +58.6% | +23.1% |
| 1Y | -5.3% | -38.8% | +33.5% | +1.1% |
| 3Y | +16.5% | -64.5% | +81.0% | +35.4% |
| 5Y | +49.4% | -62.4% | +111.8% | +65.6% |
| All | +281.8% | +51.8% | +230.0% | +213.9% |
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