+252.7%
ELV vs STLA
+51.9%
+200.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -0.2% | -5.2% | +5.0% | +0.6% |
| 3M | -6.1% | -24.9% | +18.8% | -1.4% |
| 6M | +42.8% | -25.2% | +68.0% | +49.2% |
| YTD | +14.4% | -51.4% | +65.8% | +28.9% |
| 1Y | +28.6% | -40.7% | +69.3% | +38.3% |
| 3Y | -7.4% | -66.3% | +58.8% | +8.0% |
| 5Y | +14.5% | -63.2% | +77.7% | +26.6% |
| All | +252.7% | +51.9% | +200.8% | +179.3% |
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