+197.7%
EXC vs STLA
+12.4%
+185.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.2% |
| 7D | +0.1% | -4.9% | +5.0% | +0.7% |
| 30D | +9.0% | -4.9% | +13.9% | +9.5% |
| 3M | +3.3% | -23.7% | +26.9% | +6.5% |
| 6M | +5.7% | -45.0% | +50.6% | +13.3% |
| YTD | +7.3% | -60.9% | +68.2% | +19.5% |
| 1Y | +2.9% | -58.9% | +61.8% | +13.5% |
| 3Y | +29.3% | -74.4% | +103.8% | +50.2% |
| 5Y | +40.1% | -71.5% | +111.6% | +55.2% |
| 10Y | +197.7% | +5.3% | +192.4% | +163.1% |
| All | +197.7% | +12.4% | +185.3% | +163.1% |
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