-62.1%
STLA vs EFV
+96.3%
-158.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.0% |
| 7D | +0.7% | +1.0% | -0.2% | -0.8% |
| 30D | -2.4% | +0.2% | -2.5% | -2.5% |
| 3M | -23.9% | +9.6% | -33.5% | -34.3% |
| 6M | -24.6% | +14.0% | -38.6% | -39.0% |
| YTD | -50.5% | +18.5% | -69.0% | -63.0% |
| 1Y | -39.8% | +27.9% | -67.7% | -60.2% |
| 3Y | -65.6% | +92.4% | -158.1% | -88.1% |
| 5Y | -62.1% | +97.2% | -159.3% | -86.7% |
| All | -62.1% | +96.3% | -158.4% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling