+213.6%
RF vs STLA
-4.1%
+217.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.6% |
| 7D | +1.9% | -13.8% | +15.7% | +7.8% |
| 30D | +7.3% | -10.5% | +17.9% | +11.2% |
| 3M | -7.9% | -28.9% | +20.9% | +3.3% |
| 6M | +10.5% | -49.7% | +60.3% | +41.1% |
| YTD | +9.6% | -64.9% | +74.6% | +57.5% |
| 1Y | +20.3% | -64.0% | +84.3% | +70.2% |
| 3Y | +119.5% | -77.4% | +197.0% | +257.8% |
| 5Y | +48.2% | -74.4% | +122.6% | +119.0% |
| All | +213.6% | -4.1% | +217.7% | +154.5% |
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