+41.8%
AR vs STLA
+48.0%
-6.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | +0.2% |
| 7D | -1.8% | +0.7% | -2.6% | -2.1% |
| 30D | +12.6% | -2.4% | +14.9% | +13.1% |
| 3M | +10.0% | -23.9% | +33.9% | +19.0% |
| 6M | +0.6% | -24.6% | +25.3% | +7.4% |
| YTD | +13.4% | -50.5% | +63.9% | +37.5% |
| 1Y | +21.7% | -39.8% | +61.6% | +35.1% |
| 3Y | +45.8% | -65.6% | +111.4% | +90.5% |
| 5Y | +144.3% | -62.1% | +206.3% | +194.8% |
| 10Y | +41.8% | +47.8% | -6.0% | +8.7% |
| All | +41.8% | +48.0% | -6.2% | +8.7% |
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