+319.7%
SPY vs STLA
+46.8%
+272.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.4% | +0.4% | -0.7% | -0.5% |
| 30D | -1.4% | -5.2% | +3.8% | -0.3% |
| 3M | +3.7% | -24.9% | +28.6% | +10.6% |
| 6M | +13.0% | -25.2% | +38.2% | +20.0% |
| YTD | +12.4% | -51.4% | +63.8% | +31.1% |
| 1Y | +18.5% | -40.7% | +59.2% | +29.8% |
| 3Y | +77.6% | -66.3% | +143.9% | +117.1% |
| 5Y | +81.7% | -63.2% | +144.9% | +110.3% |
| 10Y | +319.7% | +48.7% | +270.9% | +258.8% |
| All | +319.7% | +46.8% | +272.9% | +258.8% |
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