+19.8%
STLA vs ES
+82.6%
-62.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | -1.3% | +5.7% | -7.1% | -3.2% |
| 3M | -19.9% | -2.8% | -17.1% | -19.4% |
| 6M | -42.9% | +7.0% | -49.9% | -44.4% |
| YTD | -59.4% | +6.8% | -66.2% | -60.6% |
| 1Y | -56.8% | -0.5% | -56.4% | -57.2% |
| 3Y | -73.1% | +47.2% | -120.2% | -76.7% |
| 5Y | -70.1% | +2.3% | -72.3% | -71.3% |
| 10Y | +19.8% | +85.6% | -65.9% | +25.4% |
| All | +19.8% | +82.6% | -62.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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