+47.6%
STLA vs EFV
+167.0%
-119.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.3% |
| 7D | -3.8% | -2.0% | -1.8% | -0.8% |
| 30D | -3.1% | -0.2% | -2.9% | -2.7% |
| 3M | -19.6% | +9.1% | -28.8% | -29.6% |
| 6M | -23.5% | +11.7% | -35.2% | -35.2% |
| YTD | -51.5% | +17.0% | -68.6% | -62.2% |
| 1Y | -39.7% | +26.7% | -66.4% | -58.1% |
| 3Y | -66.3% | +90.2% | -156.5% | -87.0% |
| 5Y | -63.1% | +96.1% | -159.2% | -85.9% |
| All | +47.6% | +167.0% | -119.4% | -60.5% |
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