+183.8%
EXC vs STLA
+21.0%
+162.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.7% | -6.4% | +4.6% | -0.9% |
| 30D | +9.3% | -1.3% | +10.7% | +9.3% |
| 3M | +1.0% | -19.9% | +21.0% | +3.4% |
| 6M | +5.9% | -42.9% | +48.8% | +12.9% |
| YTD | +7.6% | -59.4% | +67.0% | +18.9% |
| 1Y | +2.4% | -56.8% | +59.3% | +11.9% |
| 3Y | +30.2% | -73.1% | +103.3% | +49.5% |
| 5Y | +41.4% | -70.1% | +111.4% | +55.1% |
| 10Y | +183.8% | +19.8% | +164.0% | +179.3% |
| All | +183.8% | +21.0% | +162.8% | +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