-44.9%
S vs STLA
-70.3%
+25.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.8% |
| 7D | +1.4% | -4.9% | +6.3% | +3.1% |
| 30D | -10.8% | -4.9% | -5.9% | -9.8% |
| 3M | +5.4% | -23.7% | +29.1% | +13.9% |
| 6M | +41.2% | -45.0% | +86.2% | +70.3% |
| YTD | +56.2% | -60.9% | +117.1% | +108.6% |
| 1Y | +36.3% | -58.9% | +95.2% | +77.2% |
| 3Y | +49.4% | -74.4% | +123.9% | +124.4% |
| 5Y | -66.9% | -71.5% | +4.7% | -58.8% |
| All | -44.9% | -70.3% | +25.4% | -31.1% |
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