+239.8%
RF vs STLA
+12.4%
+227.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.6% |
| 7D | +0.3% | -4.9% | +5.3% | +2.2% |
| 30D | +6.2% | -4.9% | +11.1% | +7.5% |
| 3M | -7.8% | -23.7% | +15.8% | +0.7% |
| 6M | +5.9% | -45.0% | +50.9% | +30.4% |
| YTD | +9.0% | -60.9% | +69.9% | +49.9% |
| 1Y | +19.3% | -58.9% | +78.1% | +59.7% |
| 3Y | +116.4% | -74.4% | +190.9% | +234.5% |
| 5Y | +46.0% | -71.5% | +117.6% | +106.7% |
| 10Y | +239.8% | +5.3% | +234.5% | +222.7% |
| All | +239.8% | +12.4% | +227.4% | +222.7% |
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