+150.9%
CI vs STLA
+0.5%
+150.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | +0.1% |
| 7D | -1.3% | -11.6% | +10.3% | +1.0% |
| 30D | +6.4% | -6.2% | +12.6% | +7.4% |
| 3M | +10.7% | -24.6% | +35.3% | +16.1% |
| 6M | +5.5% | -44.9% | +50.4% | +17.3% |
| YTD | +11.4% | -62.3% | +73.6% | +32.1% |
| 1Y | +15.0% | -61.8% | +76.8% | +35.6% |
| 3Y | +9.0% | -75.3% | +84.3% | +37.1% |
| 5Y | +52.0% | -72.5% | +124.5% | +79.4% |
| 10Y | +150.9% | +0.8% | +150.2% | +118.1% |
| All | +150.9% | +0.5% | +150.4% | +118.1% |
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