+263.8%
STLA vs EFV
+278.6%
-14.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +2.6% | +1.5% | +1.1% | +0.9% |
| 30D | -1.2% | +1.7% | -3.0% | -3.1% |
| 3M | -24.8% | +8.6% | -33.4% | -31.5% |
| 6M | -25.6% | +11.7% | -37.2% | -34.3% |
| YTD | -48.9% | +19.3% | -68.2% | -58.5% |
| 1Y | -38.8% | +30.2% | -69.0% | -54.8% |
| 3Y | -64.5% | +91.6% | -156.1% | -82.6% |
| 5Y | -62.4% | +96.4% | -158.8% | -81.4% |
| 10Y | +55.4% | +166.5% | -111.1% | -37.8% |
| All | +263.8% | +278.6% | -14.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling