+1.5%
STLA vs EFV
+163.3%
-161.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.6% |
| 7D | -13.8% | +2.5% | -16.3% | -17.0% |
| 30D | -10.5% | +2.9% | -13.5% | -14.3% |
| 3M | -28.9% | -1.4% | -27.4% | -27.2% |
| 6M | -49.7% | +5.5% | -55.3% | -53.6% |
| YTD | -64.9% | +16.1% | -81.0% | -72.3% |
| 1Y | -64.0% | +20.3% | -84.3% | -73.0% |
| 3Y | -77.4% | +90.4% | -167.9% | -91.3% |
| 5Y | -74.4% | +93.5% | -167.9% | -90.0% |
| All | +1.5% | +163.3% | -161.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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