+46.4%
AR vs STLA
+21.0%
+25.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -10.5% | -6.4% | -4.2% | -8.8% |
| 30D | +1.3% | -1.3% | +2.6% | +1.1% |
| 3M | +4.8% | -19.9% | +24.7% | +11.1% |
| 6M | +1.2% | -42.9% | +44.1% | +18.6% |
| YTD | +5.5% | -59.4% | +64.9% | +35.1% |
| 1Y | +8.1% | -56.8% | +64.9% | +34.6% |
| 3Y | +38.8% | -73.1% | +111.9% | +96.0% |
| 5Y | +78.8% | -70.1% | +148.9% | +131.6% |
| 10Y | +46.4% | +19.8% | +26.6% | +34.0% |
| All | +46.4% | +21.0% | +25.4% | +34.0% |
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