+48.4%
D vs STLA
+0.5%
+47.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | -0.1% |
| 7D | -2.4% | -11.6% | +9.2% | -1.3% |
| 30D | +9.0% | -6.2% | +15.1% | +9.5% |
| 3M | +1.0% | -24.6% | +25.5% | +3.4% |
| 6M | +11.0% | -44.9% | +55.9% | +16.9% |
| YTD | +19.8% | -62.3% | +82.0% | +30.3% |
| 1Y | +16.0% | -61.8% | +77.8% | +25.8% |
| 3Y | +74.4% | -75.3% | +149.7% | +94.4% |
| 5Y | +13.5% | -72.5% | +86.1% | +23.2% |
| 10Y | +48.4% | +0.8% | +47.6% | +34.6% |
| All | +48.4% | +0.5% | +47.9% | +34.6% |
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 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