+105.3%
KEY vs STLA
+12.4%
+93.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.2% |
| 7D | +0.5% | -4.9% | +5.4% | +2.6% |
| 30D | +6.9% | -4.9% | +11.8% | +8.4% |
| 3M | -5.0% | -23.7% | +18.6% | +4.8% |
| 6M | +0.7% | -45.0% | +45.7% | +26.8% |
| YTD | +6.5% | -60.9% | +67.3% | +51.1% |
| 1Y | +22.6% | -58.9% | +81.5% | +68.9% |
| 3Y | +125.3% | -74.4% | +199.8% | +264.5% |
| 5Y | +13.9% | -71.5% | +85.4% | +68.8% |
| 10Y | +105.3% | +5.3% | +100.1% | +89.6% |
| All | +105.3% | +12.4% | +93.0% | +89.6% |
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