+99.9%
DD vs STLA
+0.5%
+99.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.5% |
| 7D | +3.2% | -11.6% | +14.9% | +8.0% |
| 30D | +20.3% | -6.2% | +26.4% | +22.1% |
| 3M | +8.2% | -24.6% | +32.8% | +18.2% |
| 6M | +3.4% | -44.9% | +48.3% | +26.5% |
| YTD | +30.6% | -62.3% | +92.9% | +80.4% |
| 1Y | +30.6% | -61.8% | +92.5% | +78.7% |
| 3Y | +91.1% | -75.3% | +166.5% | +195.6% |
| 5Y | +68.6% | -72.5% | +141.1% | +139.6% |
| 10Y | +99.9% | +0.8% | +99.1% | +89.8% |
| All | +99.9% | +0.5% | +99.4% | +89.8% |
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