+75.4%
IVV vs STLA
-74.0%
+149.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -2.7% | -4.5% | +1.8% | -2.0% |
| 30D | -5.4% | -3.9% | -1.5% | -4.9% |
| 3M | -4.1% | -20.2% | +16.1% | -1.1% |
| 6M | +0.7% | -42.2% | +42.9% | +9.0% |
| YTD | +8.7% | -59.3% | +68.1% | +23.5% |
| 1Y | +11.0% | -56.1% | +67.0% | +23.8% |
| 3Y | +75.4% | -73.7% | +149.1% | +103.0% |
| All | +75.4% | -74.0% | +149.5% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling