+50.2%
STLA vs FIVE
+477.5%
-427.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.3% |
| 7D | +2.6% | +4.3% | -1.7% | +1.2% |
| 30D | -1.2% | +12.5% | -13.8% | -5.2% |
| 3M | -24.8% | +31.2% | -56.0% | -31.4% |
| 6M | -25.6% | +14.4% | -39.9% | -29.7% |
| YTD | -48.9% | +33.9% | -82.8% | -54.5% |
| 1Y | -38.8% | +65.1% | -103.8% | -49.2% |
| 3Y | -64.5% | +49.0% | -113.5% | -71.9% |
| 5Y | -62.4% | +30.3% | -92.7% | -70.2% |
| All | +50.2% | +477.5% | -427.3% | -24.9% |
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