-16.6%
SLB vs STLA
+21.0%
-37.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.7% | -6.4% | +2.7% | -1.4% |
| 30D | +2.9% | -1.3% | +4.3% | +2.6% |
| 3M | +0.2% | -19.9% | +20.1% | +7.4% |
| 6M | -4.4% | -42.9% | +38.5% | +15.5% |
| YTD | +33.4% | -59.4% | +92.8% | +79.5% |
| 1Y | +40.8% | -56.8% | +97.6% | +83.9% |
| 3Y | +3.2% | -73.1% | +76.3% | +54.0% |
| 5Y | +64.8% | -70.1% | +134.9% | +123.1% |
| 10Y | -16.6% | +19.8% | -36.3% | -27.7% |
| All | -16.6% | +21.0% | -37.6% | -27.7% |
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