+428.8%
MAR vs STLA
+51.9%
+376.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -4.7% | -5.2% | +0.5% | -3.2% |
| 3M | -15.6% | -24.9% | +9.3% | -7.4% |
| 6M | +1.2% | -25.2% | +26.4% | +10.6% |
| YTD | +7.5% | -51.4% | +58.9% | +34.7% |
| 1Y | +26.6% | -40.7% | +67.3% | +44.5% |
| 3Y | +66.0% | -66.3% | +132.2% | +123.2% |
| 5Y | +154.1% | -63.2% | +217.3% | +217.4% |
| All | +428.8% | +51.9% | +376.9% | +368.4% |
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