+67.3%
F vs STLA
-4.1%
+71.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -3.1% | -13.8% | +10.7% | +4.2% |
| 30D | 0.0% | -10.5% | +10.6% | +5.0% |
| 3M | -13.2% | -28.9% | +15.6% | +1.7% |
| 6M | -10.2% | -49.7% | +39.5% | +24.9% |
| YTD | -4.9% | -64.9% | +60.0% | +53.8% |
| 1Y | -6.1% | -64.0% | +57.9% | +49.1% |
| 3Y | +46.0% | -77.4% | +123.4% | +182.1% |
| 5Y | -15.7% | -74.4% | +58.7% | +49.1% |
| All | +67.3% | -4.1% | +71.4% | +58.2% |
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