+236.1%
EW vs STLA
+12.4%
+223.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | +0.1% |
| 7D | +9.3% | -4.9% | +14.2% | +10.5% |
| 30D | +22.1% | -4.9% | +27.0% | +23.0% |
| 3M | +13.0% | -23.7% | +36.7% | +19.1% |
| 6M | +30.1% | -45.0% | +75.0% | +47.2% |
| YTD | +22.0% | -60.9% | +82.9% | +47.3% |
| 1Y | +23.7% | -58.9% | +82.6% | +47.1% |
| 3Y | +62.0% | -74.4% | +136.4% | +111.3% |
| 5Y | -12.4% | -71.5% | +59.1% | +7.5% |
| 10Y | +236.1% | +5.3% | +230.8% | +173.5% |
| All | +236.1% | +12.4% | +223.7% | +173.5% |
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