+539.2%
MAR vs STLA
+0.5%
+538.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.5% |
| 7D | +1.0% | -11.6% | +12.6% | +5.4% |
| 30D | +16.2% | -6.2% | +22.4% | +18.1% |
| 3M | +23.1% | -24.6% | +47.6% | +34.0% |
| 6M | +22.0% | -44.9% | +66.9% | +47.9% |
| YTD | +39.2% | -62.3% | +101.4% | +89.6% |
| 1Y | +48.3% | -61.8% | +110.1% | +100.0% |
| 3Y | +123.4% | -75.3% | +198.7% | +237.0% |
| 5Y | +185.4% | -72.5% | +257.9% | +294.3% |
| 10Y | +539.2% | +0.8% | +538.4% | +518.4% |
| All | +539.2% | +0.5% | +538.7% | +518.4% |
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