+44.8%
PL vs STLA
-67.4%
+112.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.7% |
| 7D | +13.4% | -11.6% | +25.0% | +18.4% |
| 30D | -10.2% | -6.2% | -4.0% | -8.8% |
| 3M | -39.5% | -24.6% | -14.9% | -34.2% |
| 6M | -65.7% | -44.9% | -20.8% | -57.8% |
| YTD | -27.3% | -62.3% | +35.0% | -0.2% |
| 1Y | +15.0% | -61.8% | +76.8% | +55.4% |
| 3Y | +560.8% | -75.3% | +636.2% | +945.5% |
| 5Y | +38.4% | -72.5% | +110.9% | +83.4% |
| All | +44.8% | -67.4% | +112.2% | +93.4% |
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