+19.8%
STLA vs TAP
-49.5%
+69.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -6.4% | -7.8% | +1.5% | -3.2% |
| 30D | -1.3% | +7.1% | -8.5% | -4.2% |
| 3M | -19.9% | -7.0% | -12.9% | -17.8% |
| 6M | -42.9% | -3.8% | -39.1% | -42.4% |
| YTD | -59.4% | -11.7% | -47.7% | -57.8% |
| 1Y | -56.8% | -10.1% | -46.7% | -55.5% |
| 3Y | -73.1% | -23.7% | -49.4% | -70.6% |
| 5Y | -70.1% | +2.9% | -73.0% | -71.4% |
| 10Y | +19.8% | -49.5% | +69.3% | +20.0% |
| All | +19.8% | -49.5% | +69.3% | +20.0% |
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