+299.5%
CME vs STLA
+21.0%
+278.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.6% | -6.4% | +5.8% | +0.2% |
| 30D | +8.5% | -1.3% | +9.9% | +8.5% |
| 3M | +16.0% | -19.9% | +36.0% | +18.8% |
| 6M | +9.3% | -42.9% | +52.2% | +16.5% |
| YTD | +15.3% | -59.4% | +74.7% | +27.4% |
| 1Y | +14.4% | -56.8% | +71.2% | +24.9% |
| 3Y | +59.9% | -73.1% | +133.0% | +83.2% |
| 5Y | +69.4% | -70.1% | +139.5% | +84.5% |
| 10Y | +299.5% | +19.8% | +279.7% | +206.2% |
| All | +299.5% | +21.0% | +278.5% | +206.2% |
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