+211.2%
RF vs STLA
+3.2%
+208.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.2% |
| 7D | -1.3% | -11.6% | +10.3% | +3.4% |
| 30D | +4.6% | -6.2% | +10.8% | +6.5% |
| 3M | -8.4% | -24.6% | +16.1% | +0.5% |
| 6M | +8.9% | -44.9% | +53.8% | +34.1% |
| YTD | +8.8% | -62.3% | +71.1% | +52.1% |
| 1Y | +18.9% | -61.8% | +80.7% | +64.7% |
| 3Y | +116.0% | -75.3% | +191.3% | +239.9% |
| 5Y | +46.0% | -72.5% | +118.6% | +110.1% |
| All | +211.2% | +3.2% | +208.1% | +145.8% |
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