+50.9%
STLA vs SNY
+64.5%
-13.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -2.9% | -3.3% | +0.4% | -1.2% |
| 30D | +0.9% | -2.2% | +3.1% | +2.0% |
| 3M | -21.6% | -3.0% | -18.6% | -20.8% |
| 6M | -21.6% | +2.7% | -24.4% | -23.0% |
| YTD | -50.4% | -6.8% | -43.6% | -49.0% |
| 1Y | -43.6% | -5.3% | -38.3% | -42.5% |
| 3Y | -66.4% | -9.8% | -56.6% | -65.8% |
| 5Y | -62.3% | +9.7% | -72.0% | -66.4% |
| All | +50.9% | +64.5% | -13.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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