-3.1%
SLB vs STLA
+51.8%
-54.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | +0.8% | +2.6% | -1.7% | -0.2% |
| 30D | +15.8% | -1.2% | +17.1% | +16.0% |
| 3M | -0.3% | -24.8% | +24.4% | +10.1% |
| 6M | +21.3% | -25.6% | +46.9% | +33.0% |
| YTD | +52.3% | -48.9% | +101.2% | +89.8% |
| 1Y | +63.6% | -38.8% | +102.4% | +85.5% |
| 3Y | +3.8% | -64.5% | +68.3% | +39.7% |
| 5Y | +128.6% | -62.4% | +191.1% | +186.9% |
| All | -3.1% | +51.8% | -54.9% | -25.0% |
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