+155.9%
SO vs STLA
+48.0%
+107.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | -3.2% | -2.4% | -0.8% | -3.1% |
| 3M | -1.7% | -23.9% | +22.2% | +0.5% |
| 6M | -7.2% | -24.6% | +17.4% | -5.3% |
| YTD | +4.6% | -50.5% | +55.1% | +10.6% |
| 1Y | +1.2% | -39.8% | +41.1% | +4.3% |
| 3Y | +45.3% | -65.6% | +110.9% | +56.8% |
| 5Y | +58.7% | -62.1% | +120.8% | +66.0% |
| 10Y | +155.9% | +47.8% | +108.1% | +124.7% |
| All | +155.9% | +48.0% | +107.9% | +124.7% |
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