+0.8%
STLA vs M
-5.1%
+5.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -11.6% | -3.3% | -8.3% | -11.0% |
| 30D | -6.2% | +8.1% | -14.3% | -8.1% |
| 3M | -24.6% | +2.2% | -26.8% | -25.3% |
| 6M | -44.9% | +35.1% | -80.0% | -49.2% |
| YTD | -62.3% | +15.8% | -78.1% | -64.2% |
| 1Y | -61.8% | +25.8% | -87.6% | -64.5% |
| 3Y | -75.3% | +156.2% | -231.6% | -81.5% |
| 5Y | -72.5% | -2.4% | -70.2% | -75.5% |
| 10Y | +0.8% | -7.1% | +7.9% | -34.6% |
| All | +0.8% | -5.1% | +5.9% | -34.6% |
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