+83.4%
IYR vs STLA
-3.1%
+86.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +0.6% |
| 7D | -0.1% | -13.1% | +13.0% | +2.7% |
| 30D | +5.7% | -13.3% | +19.0% | +8.4% |
| 3M | -0.6% | -27.9% | +27.2% | +5.4% |
| 6M | +0.5% | -47.8% | +48.4% | +13.4% |
| YTD | +10.4% | -64.6% | +75.0% | +33.2% |
| 1Y | +9.2% | -64.0% | +73.2% | +30.9% |
| 3Y | +40.5% | -76.8% | +117.4% | +79.9% |
| 5Y | +5.9% | -74.2% | +80.1% | +28.2% |
| All | +83.4% | -3.1% | +86.5% | +68.8% |
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