+175.2%
SO vs STLA
+18.3%
+156.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.1% |
| 7D | -1.5% | -4.5% | +3.1% | -1.1% |
| 30D | +8.1% | -3.9% | +12.0% | +8.3% |
| 3M | +0.2% | -20.2% | +20.4% | +1.9% |
| 6M | +0.4% | -42.2% | +42.6% | +4.8% |
| YTD | +8.5% | -59.3% | +67.8% | +16.5% |
| 1Y | +4.9% | -56.1% | +61.0% | +11.6% |
| 3Y | +47.9% | -73.7% | +121.6% | +63.7% |
| 5Y | +75.7% | -70.3% | +146.0% | +88.0% |
| All | +175.2% | +18.3% | +156.8% | +152.9% |
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