+455.3%
SN vs STLA
-75.2%
+530.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +7.6% | -6.4% | +14.0% | +9.7% |
| 30D | +24.1% | -1.3% | +25.4% | +24.1% |
| 3M | +23.7% | -19.9% | +43.6% | +31.1% |
| 6M | +105.5% | -42.9% | +148.4% | +142.3% |
| YTD | +105.1% | -59.4% | +164.5% | +165.8% |
| 1Y | +148.3% | -56.8% | +205.1% | +212.9% |
| 3Y | +438.7% | -73.1% | +511.7% | +579.2% |
| All | +455.3% | -75.2% | +530.5% | +585.7% |
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