+200.1%
EXC vs STLA
+0.5%
+199.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | -1.4% | -11.6% | +10.3% | +0.2% |
| 30D | +8.3% | -6.2% | +14.5% | +9.0% |
| 3M | +2.6% | -24.6% | +27.2% | +5.9% |
| 6M | +5.2% | -44.9% | +50.1% | +12.7% |
| YTD | +7.5% | -62.3% | +69.8% | +20.3% |
| 1Y | +3.2% | -61.8% | +65.0% | +14.9% |
| 3Y | +29.5% | -75.3% | +104.9% | +51.1% |
| 5Y | +39.7% | -72.5% | +112.2% | +55.4% |
| 10Y | +200.1% | +0.8% | +199.3% | +166.4% |
| All | +200.1% | +0.5% | +199.6% | +166.4% |
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