+1.5%
STLA vs SPY
+307.0%
-305.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | -13.8% | +2.6% | -16.4% | -16.7% |
| 30D | -10.5% | -2.0% | -8.6% | -8.4% |
| 3M | -28.9% | -2.8% | -26.1% | -26.2% |
| 6M | -49.7% | +2.1% | -51.9% | -51.0% |
| YTD | -64.9% | +11.5% | -76.4% | -69.7% |
| 1Y | -64.0% | +13.5% | -77.5% | -69.6% |
| 3Y | -77.4% | +77.7% | -155.1% | -89.0% |
| 5Y | -74.4% | +72.6% | -147.0% | -86.9% |
| All | +1.5% | +307.0% | -305.5% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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