+121.7%
EW vs STLA
+48.0%
+73.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -2.9% |
| 7D | -4.4% | +0.7% | -5.2% | -4.6% |
| 30D | -3.3% | -2.4% | -1.0% | -3.0% |
| 3M | +1.0% | -23.9% | +24.9% | +6.7% |
| 6M | +6.2% | -24.6% | +30.8% | +11.8% |
| YTD | +1.7% | -50.5% | +52.2% | +16.7% |
| 1Y | +8.1% | -39.8% | +48.0% | +16.9% |
| 3Y | +17.1% | -65.6% | +82.7% | +42.1% |
| 5Y | -29.4% | -62.1% | +32.7% | -18.8% |
| 10Y | +121.7% | +47.8% | +74.0% | +111.4% |
| All | +121.7% | +48.0% | +73.7% | +111.4% |
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