-57.3%
STLA vs REPL
+39.1%
-96.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.3% |
| 7D | -6.4% | +14.2% | -20.6% | -6.9% |
| 30D | -1.3% | +65.9% | -67.2% | -3.3% |
| 3M | -19.9% | +84.6% | -104.5% | -22.0% |
| 6M | -42.9% | +446.9% | -489.8% | -48.6% |
| YTD | -59.4% | +129.0% | -188.4% | -63.1% |
| 1Y | -56.8% | +167.9% | -224.7% | -61.1% |
| 3Y | -73.1% | +93.9% | -167.0% | -79.3% |
| 5Y | -70.1% | -33.0% | -37.1% | -74.8% |
| All | -57.3% | +39.1% | -96.4% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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