+652.6%
P vs STLA
+12.4%
+640.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.3% |
| 7D | -13.3% | -4.9% | -8.4% | -11.8% |
| 30D | -34.0% | -4.9% | -29.1% | -33.2% |
| 3M | +4.1% | -23.7% | +27.7% | +11.9% |
| 6M | +30.5% | -45.0% | +75.4% | +54.8% |
| YTD | +52.2% | -60.9% | +113.1% | +96.2% |
| 1Y | +10.3% | -58.9% | +69.2% | +38.2% |
| 3Y | +180.9% | -74.4% | +255.3% | +300.7% |
| 5Y | +259.7% | -71.5% | +331.2% | +374.4% |
| 10Y | +652.6% | +5.3% | +647.4% | +709.9% |
| All | +652.6% | +12.4% | +640.3% | +709.9% |
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