+5.3%
STLA vs ES
+87.3%
-82.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -4.9% | +0.9% | -5.8% | -5.2% |
| 30D | -4.9% | +5.9% | -10.8% | -6.7% |
| 3M | -23.7% | -1.0% | -22.6% | -23.6% |
| 6M | -45.0% | +7.2% | -52.1% | -46.4% |
| YTD | -60.9% | +7.0% | -67.9% | -62.0% |
| 1Y | -58.9% | +0.5% | -59.3% | -59.4% |
| 3Y | -74.4% | +48.7% | -123.1% | -78.0% |
| 5Y | -71.5% | +1.9% | -73.5% | -72.7% |
| 10Y | +5.3% | +89.2% | -83.9% | +3.4% |
| All | +5.3% | +87.3% | -82.1% | +3.4% |
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