+336.9%
SAN vs STLA
+46.8%
+290.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -0.1% | -5.2% | +5.1% | +1.9% |
| 3M | +19.6% | -24.9% | +44.5% | +34.6% |
| 6M | +32.7% | -25.2% | +57.9% | +48.8% |
| YTD | +26.7% | -51.4% | +78.1% | +68.6% |
| 1Y | +51.6% | -40.7% | +92.3% | +78.4% |
| 3Y | +348.7% | -66.3% | +415.0% | +559.8% |
| 5Y | +378.7% | -63.2% | +442.0% | +553.8% |
| 10Y | +336.9% | +48.7% | +288.2% | +206.5% |
| All | +336.9% | +46.8% | +290.2% | +206.5% |
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