+149.9%
IBM vs STLA
+21.0%
+128.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.5% | -6.4% | +3.8% | -1.2% |
| 30D | +8.4% | -1.3% | +9.7% | +8.4% |
| 3M | +4.5% | -19.9% | +24.4% | +8.9% |
| 6M | +7.9% | -42.9% | +50.8% | +20.2% |
| YTD | -15.2% | -59.4% | +44.2% | +0.3% |
| 1Y | -17.6% | -56.8% | +39.3% | -4.1% |
| 3Y | +82.1% | -73.1% | +155.1% | +127.9% |
| 5Y | +143.3% | -70.1% | +213.4% | +186.6% |
| 10Y | +149.9% | +19.8% | +130.1% | +101.2% |
| All | +149.9% | +21.0% | +128.9% | +101.2% |
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