+3,759.0%
FIX vs STLA
+0.5%
+3,758.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.6% | +6.3% |
| 7D | +6.4% | -11.6% | +18.1% | +11.2% |
| 30D | -29.1% | -6.2% | -22.9% | -27.9% |
| 3M | -31.1% | -24.6% | -6.6% | -25.2% |
| 6M | -42.8% | -44.9% | +2.1% | -30.7% |
| YTD | +24.6% | -62.3% | +86.9% | +67.9% |
| 1Y | +21.9% | -61.8% | +83.7% | +63.1% |
| 3Y | +524.9% | -75.3% | +600.3% | +840.8% |
| 5Y | +1,092.2% | -72.5% | +1,164.7% | +1,552.6% |
| 10Y | +3,759.0% | +0.8% | +3,758.3% | +3,413.7% |
| All | +3,759.0% | +0.5% | +3,758.5% | +3,413.7% |
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