+221.9%
CVX vs STLA
+46.8%
+175.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | +10.7% | -5.2% | +15.9% | +11.9% |
| 3M | +15.5% | -24.9% | +40.3% | +23.5% |
| 6M | +14.9% | -25.2% | +40.1% | +21.3% |
| YTD | +44.2% | -51.4% | +95.6% | +69.8% |
| 1Y | +43.5% | -40.7% | +84.2% | +56.5% |
| 3Y | +45.0% | -66.3% | +111.2% | +79.8% |
| 5Y | +172.2% | -63.2% | +235.4% | +213.0% |
| 10Y | +221.9% | +48.7% | +173.2% | +138.8% |
| All | +221.9% | +46.8% | +175.1% | +138.8% |
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