+252.8%
SPOT vs STLA
-51.2%
+304.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | +7.4% | +0.9% | +6.4% | +6.9% |
| 3M | +8.2% | -21.6% | +29.8% | +14.5% |
| 6M | +2.2% | -21.6% | +23.8% | +7.3% |
| YTD | -9.5% | -50.4% | +40.9% | +5.6% |
| 1Y | -23.8% | -43.6% | +19.7% | -15.3% |
| 3Y | +233.5% | -66.4% | +299.9% | +309.1% |
| 5Y | +112.2% | -62.3% | +174.5% | +141.0% |
| All | +252.8% | -51.2% | +304.1% | +240.9% |
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