+224.0%
D vs STLA
+263.8%
-39.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.5% | +2.6% | -1.1% | +1.3% |
| 30D | -2.6% | -1.2% | -1.3% | -2.6% |
| 3M | 0.0% | -24.8% | +24.8% | +1.7% |
| 6M | +7.4% | -25.6% | +32.9% | +9.1% |
| YTD | +15.9% | -48.9% | +64.8% | +20.4% |
| 1Y | +18.1% | -38.8% | +56.9% | +20.8% |
| 3Y | +58.4% | -64.5% | +122.9% | +66.3% |
| 5Y | +5.2% | -62.4% | +67.6% | +9.0% |
| 10Y | +35.9% | +55.4% | -19.5% | +28.5% |
| All | +224.0% | +263.8% | -39.9% | +192.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling