+369.0%
ALL vs STLA
+0.5%
+368.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.0% |
| 7D | -2.6% | -11.6% | +9.1% | -0.5% |
| 30D | +12.7% | -6.2% | +18.9% | +13.7% |
| 3M | +0.4% | -24.6% | +25.0% | +4.9% |
| 6M | +23.8% | -44.9% | +68.7% | +36.1% |
| YTD | +27.8% | -62.3% | +90.1% | +49.5% |
| 1Y | +28.9% | -61.8% | +90.7% | +50.0% |
| 3Y | +113.9% | -75.3% | +189.2% | +162.7% |
| 5Y | +157.4% | -72.5% | +229.9% | +198.5% |
| 10Y | +369.0% | +0.8% | +368.2% | +323.8% |
| All | +369.0% | +0.5% | +368.5% | +323.8% |
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