+116.5%
SPG vs STLA
+21.0%
+95.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +5.1% | -6.4% | +11.4% | +7.4% |
| 30D | +16.8% | -1.3% | +18.2% | +16.7% |
| 3M | +5.7% | -19.9% | +25.6% | +12.7% |
| 6M | +17.8% | -42.9% | +60.7% | +40.7% |
| YTD | +30.1% | -59.4% | +89.5% | +71.9% |
| 1Y | +32.8% | -56.8% | +89.6% | +70.2% |
| 3Y | +137.2% | -73.1% | +210.3% | +245.0% |
| 5Y | +81.5% | -70.1% | +151.5% | +140.8% |
| 10Y | +116.5% | +19.8% | +96.7% | +88.9% |
| All | +116.5% | +21.0% | +95.5% | +88.9% |
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