+50.9%
STLA vs MKTX
+5.0%
+45.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +0.9% | +0.7% | +0.2% | +0.8% |
| 3M | -21.6% | +40.8% | -62.4% | -26.5% |
| 6M | -21.6% | -8.0% | -13.6% | -21.0% |
| YTD | -50.4% | -8.7% | -41.7% | -50.0% |
| 1Y | -43.6% | -11.8% | -31.7% | -42.8% |
| 3Y | -66.4% | -24.0% | -42.4% | -66.1% |
| 5Y | -62.3% | -60.3% | -2.0% | -57.2% |
| All | +50.9% | +5.0% | +45.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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