+142.2%
CI vs STLA
+21.0%
+121.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.1% | -6.4% | +6.5% | +1.4% |
| 30D | +4.7% | -1.3% | +6.0% | +4.6% |
| 3M | +5.2% | -19.9% | +25.1% | +9.1% |
| 6M | +3.8% | -42.9% | +46.7% | +14.6% |
| YTD | +9.2% | -59.4% | +68.6% | +27.6% |
| 1Y | +14.3% | -56.8% | +71.1% | +31.2% |
| 3Y | +8.4% | -73.1% | +81.5% | +33.8% |
| 5Y | +50.0% | -70.1% | +120.1% | +73.9% |
| 10Y | +142.2% | +19.8% | +122.4% | +113.6% |
| All | +142.2% | +21.0% | +121.2% | +113.6% |
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