-14.2%
SLB vs STLA
+0.5%
-14.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +3.4% |
| 7D | -1.2% | -11.6% | +10.4% | +3.4% |
| 30D | +4.5% | -6.2% | +10.7% | +6.0% |
| 3M | -4.6% | -24.6% | +20.0% | +4.6% |
| 6M | -6.3% | -44.9% | +38.6% | +14.9% |
| YTD | +35.0% | -62.3% | +97.2% | +86.8% |
| 1Y | +38.8% | -61.8% | +100.6% | +90.4% |
| 3Y | +3.3% | -75.3% | +78.6% | +59.8% |
| 5Y | +73.6% | -72.5% | +146.1% | +143.3% |
| 10Y | -14.2% | +0.8% | -15.0% | -25.1% |
| All | -14.2% | +0.5% | -14.7% | -25.1% |
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