+279.2%
RTX vs STLA
+55.1%
+224.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -1.5% | -2.9% | +1.3% | -0.9% |
| 30D | -11.0% | +0.9% | -11.9% | -11.4% |
| 3M | +7.7% | -21.6% | +29.3% | +13.7% |
| 6M | -3.9% | -21.6% | +17.7% | +0.8% |
| YTD | +9.0% | -50.4% | +59.4% | +26.8% |
| 1Y | +27.3% | -43.6% | +70.8% | +41.4% |
| 3Y | +172.9% | -66.4% | +239.3% | +232.7% |
| 5Y | +165.2% | -62.3% | +227.5% | +196.9% |
| All | +279.2% | +55.1% | +224.1% | +180.7% |
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