-50.4%
COMP vs STLA
-66.5%
+16.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.6% | -3.8% | -5.6% |
| 7D | +7.2% | -4.9% | +12.1% | +10.3% |
| 30D | +6.4% | -4.9% | +11.3% | +8.4% |
| 3M | -19.4% | -23.7% | +4.2% | -8.6% |
| 6M | +14.6% | -45.0% | +59.5% | +52.4% |
| YTD | -5.5% | -60.9% | +55.4% | +45.5% |
| 1Y | +13.7% | -58.9% | +72.5% | +68.5% |
| 3Y | +409.7% | -74.4% | +484.1% | +837.3% |
| 5Y | -17.0% | -71.5% | +54.5% | +20.0% |
| All | -50.4% | -66.5% | +16.1% | -27.5% |
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