+31.2%
EL vs STLA
+48.0%
-16.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.1% |
| 7D | +1.7% | +0.7% | +0.9% | +1.4% |
| 30D | +15.5% | -2.4% | +17.8% | +16.4% |
| 3M | +20.6% | -23.9% | +44.4% | +31.2% |
| 6M | +10.5% | -24.6% | +35.1% | +19.8% |
| YTD | -1.9% | -50.5% | +48.6% | +20.6% |
| 1Y | +16.1% | -39.8% | +55.9% | +32.4% |
| 3Y | -30.2% | -65.6% | +35.4% | -8.7% |
| 5Y | -67.4% | -62.1% | -5.3% | -59.7% |
| 10Y | +31.2% | +47.8% | -16.5% | +21.1% |
| All | +31.2% | +48.0% | -16.8% | +21.1% |
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