+1.5%
STLA vs ALM
+2,100.8%
-2,099.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.8% | -1.3% |
| 7D | -13.8% | +1.2% | -15.0% | -13.8% |
| 30D | -10.5% | -19.3% | +8.8% | -10.0% |
| 3M | -28.9% | -40.6% | +11.8% | -27.8% |
| 6M | -49.7% | -57.9% | +8.2% | -48.6% |
| YTD | -64.9% | -6.7% | -58.2% | -65.2% |
| 1Y | -64.0% | +20.2% | -84.2% | -64.7% |
| 3Y | -77.4% | +879.4% | -956.9% | -79.6% |
| 5Y | -74.4% | +415.3% | -489.7% | -76.7% |
| All | +1.5% | +2,100.8% | -2,099.3% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling