+273.8%
RTX vs STLA
+21.0%
+252.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -3.2% | -6.4% | +3.2% | -1.7% |
| 30D | +5.6% | -1.3% | +6.9% | +5.5% |
| 3M | -11.7% | -19.9% | +8.2% | -7.6% |
| 6M | +12.3% | -42.9% | +55.2% | +27.2% |
| YTD | +8.2% | -59.4% | +67.6% | +31.5% |
| 1Y | +12.6% | -56.8% | +69.4% | +33.9% |
| 3Y | +152.8% | -73.1% | +225.9% | +225.6% |
| 5Y | +140.2% | -70.1% | +210.3% | +184.8% |
| 10Y | +273.8% | +19.8% | +254.0% | +190.1% |
| All | +273.8% | +21.0% | +252.8% | +190.1% |
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 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