+37.9%
SOLS vs STLA
-63.2%
+101.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +0.1% |
| 7D | +20.8% | -13.1% | +33.9% | +23.7% |
| 30D | +9.2% | -13.3% | +22.5% | +11.5% |
| 3M | +7.1% | -27.9% | +34.9% | +13.4% |
| 6M | -23.7% | -47.8% | +24.2% | -13.5% |
| YTD | +37.3% | -64.6% | +101.9% | +64.7% |
| 1Y | +42.2% | -64.0% | +106.2% | +69.0% |
| All | +37.9% | -63.2% | +101.1% | +63.0% |
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