+140.4%
CI vs STLA
+48.0%
+92.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.2% |
| 7D | -2.0% | +0.7% | -2.8% | -2.2% |
| 30D | -1.8% | -2.4% | +0.5% | -1.5% |
| 3M | -4.2% | -23.9% | +19.6% | +0.5% |
| 6M | +2.7% | -24.6% | +27.3% | +7.5% |
| YTD | +1.9% | -50.5% | +52.4% | +14.9% |
| 1Y | -6.3% | -39.8% | +33.6% | +1.0% |
| 3Y | +3.9% | -65.6% | +69.5% | +21.8% |
| 5Y | +41.9% | -62.1% | +104.0% | +56.7% |
| 10Y | +140.4% | +47.8% | +92.6% | +105.8% |
| All | +140.4% | +48.0% | +92.4% | +105.8% |
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