+64.9%
EL vs STLA
+12.4%
+52.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.9% | +1.4% |
| 7D | +7.6% | -4.9% | +12.5% | +9.4% |
| 30D | +15.7% | -4.9% | +20.6% | +17.0% |
| 3M | +30.5% | -23.7% | +54.2% | +41.3% |
| 6M | +32.5% | -45.0% | +77.5% | +59.0% |
| YTD | +9.4% | -60.9% | +70.3% | +44.4% |
| 1Y | +28.4% | -58.9% | +87.2% | +66.1% |
| 3Y | +4.4% | -74.4% | +78.9% | +50.4% |
| 5Y | -64.5% | -71.5% | +7.0% | -52.2% |
| 10Y | +64.9% | +5.3% | +59.6% | +62.3% |
| All | +64.9% | +12.4% | +52.5% | +62.3% |
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