+99.7%
DD vs STLA
+12.4%
+87.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +2.5% |
| 7D | +2.2% | -4.9% | +7.1% | +4.0% |
| 30D | +20.7% | -4.9% | +25.6% | +21.9% |
| 3M | +11.3% | -23.7% | +35.0% | +21.1% |
| 6M | +6.0% | -45.0% | +50.9% | +29.7% |
| YTD | +31.7% | -60.9% | +92.6% | +79.5% |
| 1Y | +32.2% | -58.9% | +91.1% | +75.7% |
| 3Y | +92.7% | -74.4% | +167.1% | +194.1% |
| 5Y | +72.1% | -71.5% | +143.6% | +141.5% |
| 10Y | +99.7% | +5.3% | +94.4% | +87.1% |
| All | +99.7% | +12.4% | +87.3% | +87.1% |
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