+134.9%
AS vs STLA
-77.1%
+211.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +6.9% | -4.5% | +11.5% | +8.6% |
| 30D | +16.0% | -3.9% | +19.9% | +17.1% |
| 3M | -12.8% | -20.2% | +7.3% | -6.6% |
| 6M | -15.4% | -42.2% | +26.8% | +0.8% |
| YTD | -15.7% | -59.3% | +43.6% | +10.7% |
| 1Y | +6.1% | -56.1% | +62.1% | +33.8% |
| All | +134.9% | -77.1% | +211.9% | +243.8% |
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