+862.2%
IVV vs STLA
+168.9%
+693.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.9% |
| 7D | -0.9% | -11.6% | +10.7% | +1.2% |
| 30D | -2.3% | -6.2% | +3.8% | -1.5% |
| 3M | -1.2% | -24.6% | +23.4% | +3.3% |
| 6M | +3.3% | -44.9% | +48.2% | +13.8% |
| YTD | +12.3% | -62.3% | +74.6% | +30.7% |
| 1Y | +12.5% | -61.8% | +74.3% | +30.4% |
| 3Y | +79.2% | -75.3% | +154.5% | +118.4% |
| 5Y | +75.6% | -72.5% | +148.2% | +106.1% |
| 10Y | +313.4% | +0.8% | +312.6% | +295.5% |
| All | +862.2% | +168.9% | +693.3% | +771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling