+15.4%
STLA vs ALLY
+189.4%
-174.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | -4.5% | +0.9% | -5.5% | -4.9% |
| 30D | -3.9% | +3.1% | -7.0% | -5.4% |
| 3M | -20.2% | -12.6% | -7.6% | -14.4% |
| 6M | -42.2% | -12.4% | -29.7% | -38.1% |
| YTD | -59.3% | -13.2% | -46.2% | -56.4% |
| 1Y | -56.1% | +1.8% | -57.9% | -56.7% |
| 3Y | -73.7% | +58.0% | -131.6% | -79.9% |
| 5Y | -70.3% | -8.4% | -61.9% | -71.1% |
| All | +15.4% | +189.4% | -174.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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