+252.7%
STLA vs ITOT
+820.3%
-567.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.4% |
| 7D | +0.7% | +0.7% | +0.1% | 0.0% |
| 30D | -2.4% | -1.1% | -1.2% | -1.0% |
| 3M | -23.9% | +3.9% | -27.8% | -27.0% |
| 6M | -24.6% | +14.7% | -39.4% | -35.3% |
| YTD | -50.5% | +13.3% | -63.8% | -57.3% |
| 1Y | -39.8% | +19.1% | -59.0% | -50.7% |
| 3Y | -65.6% | +77.3% | -143.0% | -81.7% |
| 5Y | -62.1% | +74.1% | -136.2% | -79.1% |
| 10Y | +47.8% | +293.1% | -245.4% | -62.2% |
| All | +252.7% | +820.3% | -567.6% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling