+267.4%
RTX vs STLA
-4.1%
+271.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +4.8% | -13.8% | +18.5% | +8.5% |
| 30D | +6.5% | -10.5% | +17.0% | +8.9% |
| 3M | -9.6% | -28.9% | +19.2% | -2.8% |
| 6M | +12.3% | -49.7% | +62.1% | +31.1% |
| YTD | +9.5% | -64.9% | +74.4% | +37.7% |
| 1Y | +15.8% | -64.0% | +79.9% | +44.1% |
| 3Y | +157.0% | -77.4% | +234.4% | +246.3% |
| 5Y | +148.8% | -74.4% | +223.2% | +206.7% |
| All | +267.4% | -4.1% | +271.5% | +221.9% |
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