+80.1%
CLF vs STLA
+21.0%
+59.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.1% |
| 7D | -14.1% | -6.4% | -7.7% | -11.2% |
| 30D | -5.5% | -1.3% | -4.2% | -6.1% |
| 3M | 0.0% | -19.9% | +19.9% | +9.4% |
| 6M | +11.3% | -42.9% | +54.1% | +45.5% |
| YTD | -7.7% | -59.4% | +51.7% | +39.0% |
| 1Y | +17.5% | -56.8% | +74.4% | +68.9% |
| 3Y | -25.4% | -73.1% | +47.6% | +31.3% |
| 5Y | -46.0% | -70.1% | +24.1% | -15.1% |
| 10Y | +80.1% | +19.8% | +60.3% | +35.4% |
| All | +80.1% | +21.0% | +59.1% | +35.4% |
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