+90.0%
IT vs STLA
+51.6%
+38.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -12.7% | -3.8% | -8.9% | -11.7% |
| 30D | -8.9% | -3.1% | -5.8% | -8.1% |
| 3M | +10.1% | -19.6% | +29.8% | +16.7% |
| 6M | +7.3% | -23.5% | +30.7% | +13.9% |
| YTD | -32.4% | -51.5% | +19.1% | -19.5% |
| 1Y | -26.6% | -39.7% | +13.0% | -19.1% |
| 3Y | -51.8% | -66.3% | +14.5% | -39.0% |
| 5Y | -45.6% | -63.1% | +17.5% | -35.3% |
| All | +90.0% | +51.6% | +38.4% | +69.3% |
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