+131.6%
IBM vs STLA
+48.0%
+83.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | -1.5% | -2.4% | +0.9% | -1.1% |
| 3M | -16.8% | -23.9% | +7.1% | -12.3% |
| 6M | -9.0% | -24.6% | +15.6% | -4.4% |
| YTD | -20.1% | -50.5% | +30.5% | -8.9% |
| 1Y | -7.0% | -39.8% | +32.8% | +0.2% |
| 3Y | +72.4% | -65.6% | +138.0% | +104.8% |
| 5Y | +112.0% | -62.1% | +174.1% | +137.2% |
| 10Y | +131.6% | +47.8% | +83.8% | +74.7% |
| All | +131.6% | +48.0% | +83.6% | +74.7% |
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