+211.1%
INTU vs STLA
+48.0%
+163.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.4% |
| 7D | -7.5% | +0.7% | -8.3% | -7.7% |
| 30D | -1.9% | -2.4% | +0.4% | -1.4% |
| 3M | +4.9% | -23.9% | +28.7% | +12.0% |
| 6M | -33.2% | -24.6% | -8.6% | -29.3% |
| YTD | -51.4% | -50.5% | -0.9% | -43.2% |
| 1Y | -52.0% | -39.8% | -12.1% | -47.6% |
| 3Y | -40.7% | -65.6% | +24.9% | -27.5% |
| 5Y | -41.7% | -62.1% | +20.4% | -33.0% |
| 10Y | +211.1% | +47.8% | +163.3% | +161.6% |
| All | +211.1% | +48.0% | +163.1% | +161.6% |
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