+336.0%
IR vs STLA
-29.6%
+365.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.4% |
| 7D | +1.1% | -11.6% | +12.7% | +5.7% |
| 30D | +7.6% | -6.2% | +13.7% | +9.3% |
| 3M | +0.1% | -24.6% | +24.7% | +9.4% |
| 6M | +14.0% | -44.9% | +58.9% | +39.3% |
| YTD | +7.5% | -62.3% | +69.7% | +47.9% |
| 1Y | +10.1% | -61.8% | +71.9% | +50.1% |
| 3Y | +24.9% | -75.3% | +100.2% | +91.1% |
| 5Y | +46.9% | -72.5% | +119.4% | +105.9% |
| All | +336.0% | -29.6% | +365.6% | +328.0% |
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