+143.0%
ED vs STLA
-3.1%
+146.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +0.4% |
| 7D | -1.7% | -13.1% | +11.3% | -1.1% |
| 30D | +10.7% | -13.3% | +24.0% | +11.4% |
| 3M | +11.6% | -27.9% | +39.5% | +13.3% |
| 6M | +13.5% | -47.8% | +61.3% | +16.9% |
| YTD | +23.1% | -64.6% | +87.7% | +29.1% |
| 1Y | +23.1% | -64.0% | +87.1% | +28.8% |
| 3Y | +47.9% | -76.8% | +124.8% | +58.6% |
| 5Y | +83.9% | -74.2% | +158.0% | +92.4% |
| All | +143.0% | -3.1% | +146.1% | +123.2% |
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