+47.8%
STLA vs ARWR
+1,075.6%
-1,027.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.9% |
| 7D | +0.7% | +2.9% | -2.1% | +0.4% |
| 30D | -2.4% | -2.9% | +0.5% | -2.0% |
| 3M | -23.9% | +15.2% | -39.1% | -25.7% |
| 6M | -24.6% | +42.3% | -66.9% | -28.7% |
| YTD | -50.5% | +28.2% | -78.7% | -52.6% |
| 1Y | -39.8% | +213.2% | -253.1% | -49.6% |
| 3Y | -65.6% | +184.6% | -250.3% | -72.5% |
| 5Y | -62.1% | +29.2% | -91.3% | -67.9% |
| 10Y | +47.8% | +1,012.5% | -964.8% | -8.6% |
| All | +47.8% | +1,075.6% | -1,027.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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