+255.8%
ELV vs STLA
-4.1%
+259.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.0% | -13.8% | +14.7% | +3.6% |
| 30D | +0.4% | -10.5% | +10.9% | +2.1% |
| 3M | +8.4% | -28.9% | +37.2% | +14.5% |
| 6M | +8.4% | -49.7% | +58.2% | +21.9% |
| YTD | +24.4% | -64.9% | +89.3% | +48.3% |
| 1Y | +33.5% | -64.0% | +97.5% | +57.9% |
| 3Y | -2.1% | -77.4% | +75.3% | +23.6% |
| 5Y | +5.8% | -74.4% | +80.2% | +25.2% |
| All | +255.8% | -4.1% | +259.9% | +208.9% |
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