+5.3%
STLA vs M
-3.0%
+8.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -4.9% | +5.0% | -9.9% | -6.1% |
| 30D | -4.9% | +10.6% | -15.5% | -7.4% |
| 3M | -23.7% | +1.6% | -25.2% | -24.2% |
| 6M | -45.0% | +30.8% | -75.8% | -48.9% |
| YTD | -60.9% | +16.9% | -77.8% | -62.9% |
| 1Y | -58.9% | +26.3% | -85.1% | -61.8% |
| 3Y | -74.4% | +158.6% | -233.1% | -80.9% |
| 5Y | -71.5% | +2.1% | -73.6% | -74.9% |
| 10Y | +5.3% | -4.3% | +9.6% | -31.4% |
| All | +5.3% | -3.0% | +8.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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