+95.6%
F vs STLA
+54.0%
+41.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | +5.3% | +2.6% | +2.7% | +3.9% |
| 30D | +4.6% | -1.2% | +5.8% | +5.0% |
| 3M | -3.7% | -24.8% | +21.1% | +10.2% |
| 6M | +16.8% | -25.6% | +42.4% | +34.2% |
| YTD | +15.3% | -48.9% | +64.2% | +55.6% |
| 1Y | +31.0% | -38.8% | +69.8% | +57.6% |
| 3Y | +45.4% | -64.5% | +110.0% | +124.1% |
| 5Y | +54.7% | -62.4% | +117.1% | +126.5% |
| All | +95.6% | +54.0% | +41.6% | +56.6% |
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