+186.7%
B vs STLA
+18.3%
+168.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +9.6% | -4.5% | +14.1% | +10.0% |
| 30D | +3.5% | -3.9% | +7.4% | +3.8% |
| 3M | -1.6% | -20.2% | +18.6% | +0.1% |
| 6M | -1.7% | -42.2% | +40.5% | +2.6% |
| YTD | -5.3% | -59.3% | +54.0% | +0.8% |
| 1Y | +27.2% | -56.1% | +83.3% | +34.5% |
| 3Y | +166.1% | -73.7% | +239.8% | +190.1% |
| 5Y | +136.5% | -70.3% | +206.8% | +151.8% |
| All | +186.7% | +18.3% | +168.3% | +211.6% |
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