+410.2%
SPYG vs STLA
+51.6%
+358.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | -1.9% | -3.1% | +1.2% | -1.4% |
| 3M | +5.2% | -19.6% | +24.8% | +10.5% |
| 6M | +15.6% | -23.5% | +39.0% | +22.4% |
| YTD | +12.4% | -51.5% | +63.9% | +31.8% |
| 1Y | +17.5% | -39.7% | +57.1% | +28.4% |
| 3Y | +98.1% | -66.3% | +164.4% | +143.8% |
| 5Y | +84.9% | -63.1% | +148.1% | +115.1% |
| All | +410.2% | +51.6% | +358.6% | +347.8% |
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