+283.7%
CME vs STLA
+49.5%
+234.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +5.5% | -2.4% | +7.9% | +5.7% |
| 3M | +11.0% | -23.9% | +34.8% | +14.5% |
| 6M | -9.7% | -24.6% | +14.9% | -7.1% |
| YTD | +4.9% | -50.5% | +55.4% | +13.2% |
| 1Y | +10.1% | -39.8% | +49.9% | +14.6% |
| 3Y | +53.5% | -65.6% | +119.1% | +69.7% |
| 5Y | +77.2% | -62.1% | +139.2% | +86.7% |
| All | +283.7% | +49.5% | +234.2% | +206.1% |
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