+47.8%
STLA vs ALM
+3,219.4%
-3,171.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.3% |
| 7D | +0.7% | +8.4% | -7.7% | +0.5% |
| 30D | -2.4% | +34.8% | -37.2% | -3.3% |
| 3M | -23.9% | +16.2% | -40.1% | -24.4% |
| 6M | -24.6% | +2.1% | -26.8% | -25.1% |
| YTD | -50.5% | +117.0% | -167.5% | -52.1% |
| 1Y | -39.8% | +313.9% | -353.7% | -43.2% |
| 3Y | -65.6% | +2,327.9% | -2,393.6% | -69.7% |
| 5Y | -62.1% | +1,040.6% | -1,102.7% | -66.2% |
| 10Y | +47.8% | +3,219.4% | -3,171.7% | +38.3% |
| All | +47.8% | +3,219.4% | -3,171.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling