+260.2%
SAN vs STLA
+12.4%
+247.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.4% |
| 7D | +10.8% | -4.9% | +15.7% | +13.2% |
| 30D | -5.7% | -4.9% | -0.8% | -4.7% |
| 3M | -13.4% | -23.7% | +10.2% | -4.3% |
| 6M | +3.5% | -45.0% | +48.5% | +31.7% |
| YTD | +9.7% | -60.9% | +70.6% | +58.5% |
| 1Y | +20.9% | -58.9% | +79.7% | +69.3% |
| 3Y | +254.3% | -74.4% | +328.7% | +487.2% |
| 5Y | +304.2% | -71.5% | +375.7% | +511.7% |
| 10Y | +260.2% | +5.3% | +255.0% | +200.9% |
| All | +260.2% | +12.4% | +247.9% | +200.9% |
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