+3,800.0%
FIX vs STLA
+21.0%
+3,779.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | -7.2% | -6.4% | -0.9% | -5.4% |
| 30D | -35.1% | -1.3% | -33.8% | -35.1% |
| 3M | -34.3% | -19.9% | -14.3% | -30.0% |
| 6M | -42.9% | -42.9% | 0.0% | -31.7% |
| YTD | +19.5% | -59.4% | +78.9% | +57.1% |
| 1Y | +16.8% | -56.8% | +73.6% | +49.4% |
| 3Y | +506.7% | -73.1% | +579.8% | +785.7% |
| 5Y | +1,046.7% | -70.1% | +1,116.8% | +1,443.3% |
| 10Y | +3,800.0% | +19.8% | +3,780.2% | +3,188.1% |
| All | +3,800.0% | +21.0% | +3,779.0% | +3,188.1% |
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