+200.5%
B vs STLA
+21.0%
+179.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +11.3% | -6.4% | +17.7% | +12.0% |
| 30D | +2.9% | -1.3% | +4.3% | +3.0% |
| 3M | -2.9% | -19.9% | +17.1% | -1.2% |
| 6M | -1.2% | -42.9% | +41.7% | +3.2% |
| YTD | -1.3% | -59.4% | +58.1% | +5.1% |
| 1Y | +30.4% | -56.8% | +87.3% | +38.1% |
| 3Y | +195.3% | -73.1% | +268.3% | +221.4% |
| 5Y | +146.2% | -70.1% | +216.3% | +162.1% |
| 10Y | +200.5% | +19.8% | +180.7% | +228.9% |
| All | +200.5% | +21.0% | +179.5% | +228.9% |
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