+355.0%
SE vs STLA
-54.0%
+409.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.1% | -2.2% |
| 7D | -7.7% | -11.6% | +3.9% | -3.0% |
| 30D | -22.8% | -6.2% | -16.7% | -21.2% |
| 3M | -43.7% | -24.6% | -19.2% | -37.8% |
| 6M | -12.8% | -44.9% | +32.1% | +8.5% |
| YTD | -42.0% | -62.3% | +20.3% | -17.7% |
| 1Y | -48.0% | -61.8% | +13.8% | -27.1% |
| 3Y | +62.7% | -75.3% | +138.0% | +156.8% |
| 5Y | -77.8% | -72.5% | -5.3% | -67.6% |
| All | +355.0% | -54.0% | +409.1% | +322.6% |
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