+345.2%
IR vs STLA
-24.3%
+369.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +5.0% | -6.4% | +11.4% | +7.4% |
| 30D | +10.3% | -1.3% | +11.7% | +10.1% |
| 3M | -0.1% | -19.9% | +19.8% | +6.9% |
| 6M | +14.8% | -42.9% | +57.6% | +38.5% |
| YTD | +9.7% | -59.4% | +69.2% | +47.1% |
| 1Y | +12.2% | -56.8% | +69.1% | +46.0% |
| 3Y | +30.0% | -73.1% | +103.0% | +92.5% |
| 5Y | +46.8% | -70.1% | +116.9% | +99.5% |
| All | +345.2% | -24.3% | +369.5% | +325.8% |
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