+53.4%
EFA vs STLA
-63.2%
+116.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.7% |
| 7D | -0.5% | +0.4% | -0.8% | -0.6% |
| 30D | -1.3% | -5.2% | +3.9% | -0.3% |
| 3M | +5.2% | -24.9% | +30.1% | +12.1% |
| 6M | +9.4% | -25.2% | +34.5% | +16.2% |
| YTD | +12.7% | -51.4% | +64.1% | +31.5% |
| 1Y | +19.3% | -40.7% | +60.0% | +30.1% |
| 3Y | +66.3% | -66.3% | +132.6% | +104.4% |
| 5Y | +53.4% | -63.2% | +116.6% | +72.0% |
| All | +53.4% | -63.2% | +116.5% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling