-53.4%
S vs STLA
-63.2%
+9.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +0.1% | -3.8% | +3.9% | +1.4% |
| 30D | -11.8% | -3.1% | -8.7% | -11.0% |
| 3M | +33.9% | -19.6% | +53.6% | +43.5% |
| 6M | +40.1% | -23.5% | +63.6% | +51.0% |
| YTD | +32.1% | -51.5% | +83.6% | +66.0% |
| 1Y | +11.0% | -39.7% | +50.7% | +24.7% |
| 3Y | +16.9% | -66.3% | +83.3% | +59.3% |
| 5Y | -68.9% | -63.1% | -5.8% | -64.0% |
| All | -53.4% | -63.2% | +9.8% | -45.2% |
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