+81.0%
F vs STLA
+21.0%
+60.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -0.6% | -6.4% | +5.7% | +2.6% |
| 30D | +2.9% | -1.3% | +4.2% | +3.0% |
| 3M | -9.5% | -19.9% | +10.5% | 0.0% |
| 6M | +4.0% | -42.9% | +46.9% | +35.9% |
| YTD | -1.3% | -59.4% | +58.1% | +48.5% |
| 1Y | -1.9% | -56.8% | +54.9% | +41.9% |
| 3Y | +53.5% | -73.1% | +126.5% | +170.7% |
| 5Y | -15.1% | -70.1% | +54.9% | +38.7% |
| 10Y | +81.0% | +19.8% | +61.2% | +58.9% |
| All | +81.0% | +21.0% | +60.0% | +58.9% |
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