+70.9%
DD vs STLA
+49.5%
+21.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.9% |
| 7D | -0.6% | +0.7% | -1.3% | -1.0% |
| 30D | -7.4% | -2.4% | -5.1% | -7.0% |
| 3M | -6.4% | -23.9% | +17.4% | +2.8% |
| 6M | -2.5% | -24.6% | +22.1% | +6.8% |
| YTD | +10.2% | -50.5% | +60.7% | +38.8% |
| 1Y | +36.9% | -39.8% | +76.8% | +57.1% |
| 3Y | +47.0% | -65.6% | +112.6% | +101.0% |
| 5Y | +63.1% | -62.1% | +125.2% | +106.9% |
| All | +70.9% | +49.5% | +21.4% | +47.5% |
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