+235.3%
INTU vs STLA
+21.0%
+214.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -3.9% | -6.4% | +2.4% | -2.3% |
| 30D | +11.7% | -1.3% | +13.1% | +11.7% |
| 3M | +4.5% | -19.9% | +24.4% | +10.0% |
| 6M | -13.9% | -42.9% | +29.0% | -1.7% |
| YTD | -48.2% | -59.4% | +11.2% | -36.6% |
| 1Y | -47.1% | -56.8% | +9.7% | -36.6% |
| 3Y | -32.5% | -73.1% | +40.6% | -11.9% |
| 5Y | -42.6% | -70.1% | +27.5% | -30.0% |
| 10Y | +235.3% | +19.8% | +215.5% | +207.7% |
| All | +235.3% | +21.0% | +214.3% | +207.7% |
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