+365.7%
ALL vs STLA
+51.8%
+313.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | -1.5% | -1.2% | -0.2% | -1.4% |
| 3M | +23.6% | -24.8% | +48.4% | +29.4% |
| 6M | +22.3% | -25.6% | +47.9% | +27.6% |
| YTD | +26.5% | -48.9% | +75.5% | +40.7% |
| 1Y | +27.0% | -38.8% | +65.8% | +34.8% |
| 3Y | +149.6% | -64.5% | +214.1% | +186.4% |
| 5Y | +118.1% | -62.4% | +180.5% | +139.6% |
| All | +365.7% | +51.8% | +313.9% | +286.2% |
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 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