-49.3%
COMP vs STLA
-65.2%
+15.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +11.0% | +10.9% |
| 7D | +13.4% | -4.5% | +18.0% | +16.3% |
| 30D | +11.1% | -3.9% | +15.0% | +12.5% |
| 3M | -18.8% | -20.2% | +1.3% | -10.1% |
| 6M | +10.5% | -42.2% | +52.7% | +43.2% |
| YTD | -3.4% | -59.3% | +55.9% | +45.7% |
| 1Y | +19.7% | -56.1% | +75.7% | +71.1% |
| 3Y | +381.6% | -73.7% | +455.3% | +775.3% |
| 5Y | -17.6% | -70.3% | +52.7% | +16.6% |
| All | -49.3% | -65.2% | +15.8% | -27.4% |
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