+88.1%
IT vs STLA
+12.4%
+75.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.1% |
| 7D | -7.5% | -4.9% | -2.6% | -6.1% |
| 30D | -1.2% | -4.9% | +3.7% | +0.1% |
| 3M | -2.2% | -23.7% | +21.5% | +5.1% |
| 6M | +19.1% | -45.0% | +64.0% | +39.4% |
| YTD | -25.1% | -60.9% | +35.8% | -5.4% |
| 1Y | -17.4% | -58.9% | +41.5% | +2.5% |
| 3Y | -54.1% | -74.4% | +20.3% | -36.9% |
| 5Y | -42.7% | -71.5% | +28.9% | -26.5% |
| 10Y | +88.1% | +5.3% | +82.9% | +75.6% |
| All | +88.1% | +12.4% | +75.8% | +75.6% |
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