+55.3%
O vs STLA
+46.8%
+8.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -2.3% | +0.4% | -2.6% | -2.3% |
| 30D | -2.4% | -5.2% | +2.7% | -1.7% |
| 3M | -0.6% | -24.9% | +24.3% | +4.0% |
| 6M | -5.0% | -25.2% | +20.2% | -1.0% |
| YTD | +10.4% | -51.4% | +61.8% | +23.4% |
| 1Y | +6.6% | -40.7% | +47.3% | +13.7% |
| 3Y | +28.4% | -66.3% | +94.7% | +48.6% |
| 5Y | +15.3% | -63.2% | +78.5% | +27.1% |
| 10Y | +55.3% | +48.7% | +6.6% | +35.6% |
| All | +55.3% | +46.8% | +8.6% | +35.6% |
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