+209.8%
RF vs STLA
-3.1%
+212.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +1.9% |
| 7D | +0.4% | -13.1% | +13.4% | +5.8% |
| 30D | +5.6% | -13.3% | +18.8% | +10.7% |
| 3M | -8.9% | -27.9% | +19.0% | +1.7% |
| 6M | +7.1% | -47.8% | +54.9% | +34.6% |
| YTD | +8.3% | -64.6% | +72.9% | +55.0% |
| 1Y | +16.8% | -64.0% | +80.8% | +65.4% |
| 3Y | +115.0% | -76.8% | +191.8% | +246.3% |
| 5Y | +46.4% | -74.2% | +120.6% | +115.5% |
| All | +209.8% | -3.1% | +212.9% | +150.5% |
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