+147.3%
IBM vs STLA
-4.1%
+151.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +1.6% | -13.8% | +15.3% | +4.7% |
| 30D | +9.2% | -10.5% | +19.7% | +11.4% |
| 3M | +4.9% | -28.9% | +33.8% | +12.1% |
| 6M | +16.8% | -49.7% | +66.5% | +33.5% |
| YTD | -14.3% | -64.9% | +50.6% | +4.4% |
| 1Y | -16.7% | -64.0% | +47.3% | +0.7% |
| 3Y | +82.2% | -77.4% | +159.7% | +136.9% |
| 5Y | +149.9% | -74.4% | +224.4% | +204.2% |
| All | +147.3% | -4.1% | +151.4% | +124.3% |
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