+655.3%
P vs STLA
+0.5%
+654.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +8.0% | +5.5% |
| 7D | -4.7% | -11.6% | +6.9% | -0.8% |
| 30D | -31.4% | -6.2% | -25.3% | -30.4% |
| 3M | -2.6% | -24.6% | +22.0% | +5.0% |
| 6M | +21.9% | -44.9% | +66.8% | +44.7% |
| YTD | +58.9% | -62.3% | +121.2% | +107.0% |
| 1Y | +21.7% | -61.8% | +83.5% | +56.6% |
| 3Y | +193.3% | -75.3% | +268.6% | +322.8% |
| 5Y | +275.1% | -72.5% | +347.6% | +399.8% |
| 10Y | +655.3% | +0.8% | +654.6% | +720.9% |
| All | +655.3% | +0.5% | +654.8% | +720.9% |
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