+0.8%
STLA vs TAP
-47.8%
+48.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -11.6% | -8.0% | -3.6% | -8.6% |
| 30D | -6.2% | +4.1% | -10.2% | -7.8% |
| 3M | -24.6% | -4.4% | -20.2% | -23.4% |
| 6M | -44.9% | -1.9% | -43.0% | -44.9% |
| YTD | -62.3% | -12.1% | -50.2% | -60.7% |
| 1Y | -61.8% | -12.0% | -49.8% | -60.3% |
| 3Y | -75.3% | -25.0% | -50.3% | -72.9% |
| 5Y | -72.5% | -1.1% | -71.4% | -73.4% |
| 10Y | +0.8% | -47.6% | +48.4% | +6.0% |
| All | +0.8% | -47.8% | +48.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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