+3,553.2%
FIX vs STLA
-4.1%
+3,557.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.0% |
| 7D | +9.4% | -13.8% | +23.2% | +15.1% |
| 30D | -27.8% | -10.5% | -17.2% | -25.4% |
| 3M | -35.6% | -28.9% | -6.7% | -28.5% |
| 6M | -45.2% | -49.7% | +4.5% | -31.4% |
| YTD | +19.5% | -64.9% | +84.4% | +65.3% |
| 1Y | +24.2% | -64.0% | +88.3% | +69.8% |
| 3Y | +494.2% | -77.4% | +571.6% | +825.3% |
| 5Y | +1,036.1% | -74.4% | +1,110.6% | +1,516.9% |
| All | +3,553.2% | -4.1% | +3,557.3% | +3,076.1% |
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