+54.2%
AR vs STLA
-3.1%
+57.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +3.3% |
| 7D | +6.4% | -13.1% | +19.5% | +11.0% |
| 30D | +3.1% | -13.3% | +16.4% | +7.0% |
| 3M | +3.3% | -27.9% | +31.1% | +13.0% |
| 6M | +6.6% | -47.8% | +54.4% | +28.6% |
| YTD | +12.3% | -64.6% | +76.9% | +50.4% |
| 1Y | +12.3% | -64.0% | +76.3% | +48.9% |
| 3Y | +50.4% | -76.8% | +127.3% | +124.0% |
| 5Y | +101.0% | -74.2% | +175.1% | +173.6% |
| All | +54.2% | -3.1% | +57.3% | +24.4% |
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