+284.9%
IR vs STLA
-7.7%
+292.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -13.6% | -2.4% | -11.3% | -13.1% |
| 3M | +3.7% | -23.9% | +27.6% | +14.0% |
| 6M | -13.1% | -24.6% | +11.6% | -4.8% |
| YTD | -5.1% | -50.5% | +45.4% | +19.5% |
| 1Y | -6.5% | -39.8% | +33.4% | +7.0% |
| 3Y | +8.5% | -65.6% | +74.1% | +47.5% |
| 5Y | +43.3% | -62.1% | +105.4% | +79.5% |
| All | +284.9% | -7.7% | +292.6% | +245.9% |
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