+26.8%
PL vs STLA
-64.8%
+91.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.5% |
| 7D | -6.8% | -4.5% | -2.3% | -5.5% |
| 30D | -29.3% | -3.9% | -25.4% | -28.7% |
| 3M | -44.8% | -20.2% | -24.6% | -41.0% |
| 6M | -68.4% | -42.2% | -26.2% | -61.6% |
| YTD | -36.4% | -59.3% | +23.0% | -14.9% |
| 1Y | +0.7% | -56.1% | +56.8% | +28.4% |
| 3Y | +455.3% | -73.7% | +529.0% | +760.4% |
| 5Y | +22.7% | -70.3% | +93.0% | +58.5% |
| All | +26.8% | -64.8% | +91.6% | +65.0% |
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