+33.1%
SLB vs STLA
+189.9%
-156.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -7.1% | -4.5% | -2.6% | -6.1% |
| 30D | +4.1% | -3.9% | +8.0% | +4.6% |
| 3M | -2.6% | -20.2% | +17.5% | +2.3% |
| 6M | -8.6% | -42.2% | +33.6% | +4.0% |
| YTD | +32.2% | -59.3% | +91.5% | +62.2% |
| 1Y | +40.7% | -56.1% | +96.7% | +68.5% |
| 3Y | -4.5% | -73.7% | +69.1% | +26.6% |
| 5Y | +66.4% | -70.3% | +136.7% | +108.1% |
| 10Y | -15.1% | +23.1% | -38.2% | -19.4% |
| All | +33.1% | +189.9% | -156.7% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling