+82.7%
O vs STLA
+12.4%
+70.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.7% |
| 7D | +3.5% | -4.9% | +8.5% | +4.4% |
| 30D | +10.4% | -4.9% | +15.3% | +11.1% |
| 3M | -2.4% | -23.7% | +21.2% | +1.7% |
| 6M | -1.2% | -45.0% | +43.8% | +8.7% |
| YTD | +10.4% | -60.9% | +71.3% | +27.9% |
| 1Y | +11.4% | -58.9% | +70.3% | +27.5% |
| 3Y | +40.4% | -74.4% | +114.8% | +71.4% |
| 5Y | +12.1% | -71.5% | +83.7% | +29.6% |
| 10Y | +82.7% | +5.3% | +77.5% | +68.0% |
| All | +82.7% | +12.4% | +70.4% | +68.0% |
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