+43.8%
D vs STLA
+21.0%
+22.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.8% | -6.4% | +7.1% | +1.4% |
| 30D | +10.7% | -1.3% | +12.0% | +10.7% |
| 3M | +2.3% | -19.9% | +22.2% | +4.1% |
| 6M | +12.5% | -42.9% | +55.4% | +18.0% |
| YTD | +20.1% | -59.4% | +79.5% | +29.5% |
| 1Y | +15.6% | -56.8% | +72.4% | +23.6% |
| 3Y | +75.2% | -73.1% | +148.2% | +93.2% |
| 5Y | +14.6% | -70.1% | +84.7% | +23.1% |
| 10Y | +43.8% | +19.8% | +24.0% | +38.4% |
| All | +43.8% | +21.0% | +22.7% | +38.4% |
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