+76.4%
SLB vs STLA
-74.6%
+150.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +3.5% | -13.8% | +17.3% | +7.3% |
| 30D | +6.5% | -10.5% | +17.1% | +8.8% |
| 3M | -0.2% | -28.9% | +28.6% | +7.8% |
| 6M | -5.7% | -49.7% | +44.0% | +11.1% |
| YTD | +36.8% | -64.9% | +101.8% | +75.4% |
| 1Y | +45.8% | -64.0% | +109.8% | +85.0% |
| 3Y | +3.4% | -77.4% | +80.8% | +42.3% |
| All | +76.4% | -74.6% | +150.9% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling