+261.5%
RF vs STLA
+21.0%
+240.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -0.1% | -6.4% | +6.2% | +2.3% |
| 30D | +7.0% | -1.3% | +8.4% | +6.9% |
| 3M | -7.0% | -19.9% | +12.9% | -0.3% |
| 6M | +6.8% | -42.9% | +49.7% | +29.7% |
| YTD | +9.9% | -59.4% | +69.3% | +49.1% |
| 1Y | +21.1% | -56.8% | +78.0% | +59.2% |
| 3Y | +119.6% | -73.1% | +192.7% | +232.4% |
| 5Y | +46.2% | -70.1% | +116.3% | +102.9% |
| 10Y | +261.5% | +19.8% | +241.7% | +208.8% |
| All | +261.5% | +21.0% | +240.5% | +208.8% |
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