+19.8%
STLA vs FIVE
+596.6%
-576.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -2.0% |
| 7D | -6.4% | +6.2% | -12.5% | -8.2% |
| 30D | -1.3% | +18.2% | -19.5% | -6.5% |
| 3M | -19.9% | +3.8% | -23.8% | -21.3% |
| 6M | -42.9% | +13.7% | -56.6% | -45.9% |
| YTD | -59.4% | +34.7% | -94.1% | -64.0% |
| 1Y | -56.8% | +66.6% | -123.5% | -64.3% |
| 3Y | -73.1% | +44.3% | -117.3% | -78.4% |
| 5Y | -70.1% | +18.8% | -88.8% | -75.5% |
| 10Y | +19.8% | +569.2% | -549.4% | -37.7% |
| All | +19.8% | +596.6% | -576.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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