+256.0%
ELV vs STLA
-3.1%
+259.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +1.2% |
| 7D | -0.5% | -13.1% | +12.6% | +2.0% |
| 30D | +1.1% | -13.3% | +14.3% | +3.4% |
| 3M | +8.2% | -27.9% | +36.0% | +14.0% |
| 6M | +10.2% | -47.8% | +58.1% | +23.1% |
| YTD | +24.4% | -64.6% | +89.0% | +48.1% |
| 1Y | +33.8% | -64.0% | +97.8% | +58.3% |
| 3Y | -1.4% | -76.8% | +75.5% | +23.7% |
| 5Y | +5.8% | -74.2% | +80.0% | +25.0% |
| All | +256.0% | -3.1% | +259.1% | +208.4% |
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