+267.7%
SAN vs STLA
-4.1%
+271.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +4.0% | -13.8% | +17.8% | +10.9% |
| 30D | -7.8% | -10.5% | +2.7% | -4.3% |
| 3M | -16.4% | -28.9% | +12.5% | -4.7% |
| 6M | +3.5% | -49.7% | +53.3% | +37.2% |
| YTD | +6.7% | -64.9% | +71.6% | +61.9% |
| 1Y | +14.5% | -64.0% | +78.5% | +70.6% |
| 3Y | +243.5% | -77.4% | +320.9% | +503.7% |
| 5Y | +296.2% | -74.4% | +370.6% | +529.1% |
| All | +267.7% | -4.1% | +271.8% | +187.2% |
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