+321.6%
ESI vs STLA
-3.1%
+324.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +3.9% | +0.2% |
| 7D | +8.3% | -13.1% | +21.4% | +14.3% |
| 30D | -10.4% | -13.3% | +2.8% | -6.0% |
| 3M | -13.2% | -27.9% | +14.7% | -2.9% |
| 6M | -23.9% | -47.8% | +24.0% | -3.4% |
| YTD | +34.2% | -64.6% | +98.7% | +93.4% |
| 1Y | +22.2% | -64.0% | +86.2% | +74.7% |
| 3Y | +79.2% | -76.8% | +156.1% | +194.2% |
| 5Y | +38.1% | -74.2% | +112.3% | +108.9% |
| All | +321.6% | -3.1% | +324.7% | +333.3% |
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