+54.3%
AR vs STLA
-4.1%
+58.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +7.4% | -13.8% | +21.1% | +12.3% |
| 30D | +5.8% | -10.5% | +16.3% | +8.7% |
| 3M | +5.2% | -28.9% | +34.1% | +15.7% |
| 6M | +5.4% | -49.7% | +55.2% | +28.8% |
| YTD | +12.4% | -64.9% | +77.3% | +51.0% |
| 1Y | +12.8% | -64.0% | +76.8% | +49.5% |
| 3Y | +47.2% | -77.4% | +124.6% | +121.4% |
| 5Y | +101.1% | -74.4% | +175.6% | +174.7% |
| All | +54.3% | -4.1% | +58.4% | +24.9% |
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