+379.5%
SE vs STLA
-50.6%
+430.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +3.3% | -6.4% | +9.6% | +6.0% |
| 30D | -18.2% | -1.3% | -16.8% | -18.1% |
| 3M | -31.3% | -19.9% | -11.3% | -25.9% |
| 6M | -10.1% | -42.9% | +32.8% | +10.4% |
| YTD | -38.9% | -59.4% | +20.5% | -15.8% |
| 1Y | -48.0% | -56.8% | +8.8% | -30.9% |
| 3Y | +78.8% | -73.1% | +151.9% | +171.9% |
| 5Y | -77.1% | -70.1% | -7.1% | -67.7% |
| All | +379.5% | -50.6% | +430.0% | +332.5% |
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