+334.3%
SPGI vs STLA
+21.0%
+313.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.9% | -6.4% | +5.5% | +0.6% |
| 30D | +15.5% | -1.3% | +16.9% | +15.5% |
| 3M | +15.7% | -19.9% | +35.6% | +20.7% |
| 6M | +19.1% | -42.9% | +62.0% | +33.2% |
| YTD | -4.1% | -59.4% | +55.4% | +14.5% |
| 1Y | +1.2% | -56.8% | +58.0% | +18.5% |
| 3Y | +31.6% | -73.1% | +104.6% | +65.6% |
| 5Y | +12.4% | -70.1% | +82.5% | +33.1% |
| 10Y | +334.3% | +19.8% | +314.5% | +293.8% |
| All | +334.3% | +21.0% | +313.3% | +293.8% |
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