+279.3%
EFA vs STLA
+263.8%
+15.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | +0.9% | -1.2% | +2.1% | +0.9% |
| 3M | +4.9% | -24.8% | +29.6% | +10.6% |
| 6M | +8.6% | -25.6% | +34.1% | +14.4% |
| YTD | +14.6% | -48.9% | +63.6% | +29.0% |
| 1Y | +22.6% | -38.8% | +61.4% | +31.8% |
| 3Y | +66.5% | -64.5% | +131.1% | +95.2% |
| 5Y | +54.5% | -62.4% | +117.0% | +75.7% |
| 10Y | +144.8% | +55.4% | +89.4% | +112.3% |
| All | +279.3% | +263.8% | +15.5% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling