+597.0%
SE vs STLA
-39.7%
+636.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | -0.1% | -2.4% | +2.3% | +0.5% |
| 3M | +34.1% | -23.9% | +58.0% | +48.4% |
| 6M | +23.2% | -24.6% | +47.8% | +35.9% |
| YTD | -11.2% | -50.5% | +39.3% | +14.2% |
| 1Y | -40.5% | -39.8% | -0.7% | -31.6% |
| 3Y | +196.3% | -65.6% | +261.9% | +309.6% |
| 5Y | -67.0% | -62.1% | -4.9% | -57.3% |
| All | +597.0% | -39.7% | +636.7% | +486.8% |
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