+47.6%
STLA vs ITOT
+300.1%
-252.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.6% |
| 7D | -3.8% | -2.0% | -1.8% | -1.2% |
| 30D | -3.1% | -2.0% | -1.2% | -0.5% |
| 3M | -19.6% | +4.5% | -24.2% | -24.1% |
| 6M | -23.5% | +12.6% | -36.1% | -34.0% |
| YTD | -51.5% | +12.0% | -63.5% | -58.3% |
| 1Y | -39.7% | +17.3% | -56.9% | -50.8% |
| 3Y | -66.3% | +75.2% | -141.6% | -83.3% |
| 5Y | -63.1% | +74.0% | -137.2% | -81.3% |
| All | +47.6% | +300.1% | -252.5% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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