+19.8%
STLA vs ALM
+2,221.4%
-2,201.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -0.5% |
| 7D | -6.4% | +0.7% | -7.1% | -6.4% |
| 30D | -1.3% | -26.1% | +24.7% | -0.5% |
| 3M | -19.9% | -38.1% | +18.2% | -18.9% |
| 6M | -42.9% | -55.4% | +12.5% | -41.8% |
| YTD | -59.4% | -0.4% | -59.0% | -59.8% |
| 1Y | -56.8% | +25.4% | -82.2% | -57.6% |
| 3Y | -73.1% | +907.8% | -980.8% | -75.5% |
| 5Y | -70.1% | +440.2% | -510.2% | -72.6% |
| 10Y | +19.8% | +2,031.1% | -2,011.4% | +12.8% |
| All | +19.8% | +2,221.4% | -2,201.6% | +12.8% |
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