+386.6%
PSX vs STLA
+46.8%
+339.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | +1.8% | +0.4% | +1.5% | +1.6% |
| 30D | +21.6% | -5.2% | +26.8% | +23.1% |
| 3M | +46.5% | -24.9% | +71.3% | +58.3% |
| 6M | +62.0% | -25.2% | +87.2% | +72.4% |
| YTD | +106.3% | -51.4% | +157.7% | +149.7% |
| 1Y | +103.0% | -40.7% | +143.7% | +124.4% |
| 3Y | +135.5% | -66.3% | +201.8% | +204.9% |
| 5Y | +368.5% | -63.2% | +431.8% | +460.5% |
| 10Y | +386.6% | +48.7% | +337.8% | +271.6% |
| All | +386.6% | +46.8% | +339.8% | +271.6% |
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