+65.6%
IYR vs STLA
+51.6%
+14.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.8% | -3.8% | +1.0% | -2.1% |
| 30D | -2.5% | -3.1% | +0.6% | -2.1% |
| 3M | -3.0% | -19.6% | +16.7% | +0.9% |
| 6M | +1.6% | -23.5% | +25.1% | +6.1% |
| YTD | +7.3% | -51.5% | +58.8% | +21.8% |
| 1Y | +5.6% | -39.7% | +45.3% | +13.1% |
| 3Y | +28.1% | -66.3% | +94.4% | +51.6% |
| 5Y | +6.1% | -63.1% | +69.2% | +19.5% |
| All | +65.6% | +51.6% | +14.0% | +48.6% |
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