-19.3%
RMD vs STLA
-62.4%
+43.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -5.0% | +2.6% | -7.6% | -5.5% |
| 30D | +2.2% | -1.2% | +3.5% | +2.4% |
| 3M | +17.8% | -24.8% | +42.6% | +23.9% |
| 6M | -11.3% | -25.6% | +14.2% | -6.9% |
| YTD | -4.4% | -48.9% | +44.5% | +7.1% |
| 1Y | -15.7% | -38.8% | +23.0% | -10.0% |
| 3Y | +47.7% | -64.5% | +112.3% | +72.2% |
| All | -19.3% | -62.4% | +43.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling