+686.6%
P vs STLA
+18.3%
+668.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | -23.8% | -4.5% | -19.3% | -22.7% |
| 30D | -36.6% | -3.9% | -32.7% | -36.1% |
| 3M | +10.9% | -20.2% | +31.1% | +17.6% |
| 6M | +30.0% | -42.2% | +72.2% | +51.9% |
| YTD | +44.4% | -59.3% | +103.7% | +84.1% |
| 1Y | +3.9% | -56.1% | +60.0% | +27.4% |
| 3Y | +176.6% | -73.7% | +250.2% | +291.7% |
| 5Y | +249.3% | -70.3% | +319.6% | +354.9% |
| All | +686.6% | +18.3% | +668.2% | +647.7% |
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