+3,653.2%
FIX vs STLA
+18.3%
+3,634.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.7% | +5.5% |
| 7D | -17.5% | -4.5% | -12.9% | -16.4% |
| 30D | -41.6% | -3.9% | -37.7% | -41.0% |
| 3M | -40.6% | -20.2% | -20.4% | -36.6% |
| 6M | -49.4% | -42.2% | -7.2% | -39.7% |
| YTD | +9.2% | -59.3% | +68.5% | +43.4% |
| 1Y | +6.5% | -56.1% | +62.5% | +35.2% |
| 3Y | +448.7% | -73.7% | +522.4% | +707.7% |
| 5Y | +948.7% | -70.3% | +1,019.0% | +1,315.0% |
| All | +3,653.2% | +18.3% | +3,634.8% | +3,190.4% |
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