+47.8%
STLA vs SPY
+311.3%
-263.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.1% |
| 30D | -2.4% | -0.9% | -1.4% | -1.0% |
| 3M | -23.9% | +3.9% | -27.8% | -27.5% |
| 6M | -24.6% | +14.5% | -39.1% | -36.5% |
| YTD | -50.5% | +12.9% | -63.4% | -57.9% |
| 1Y | -39.8% | +19.4% | -59.2% | -52.1% |
| 3Y | -65.6% | +78.5% | -144.1% | -83.4% |
| 5Y | -62.1% | +81.8% | -143.8% | -81.9% |
| 10Y | +47.8% | +311.5% | -263.7% | -79.1% |
| All | +47.8% | +311.3% | -263.5% | -79.1% |
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