+50.2%
STLA vs TAP
-50.2%
+100.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +2.6% | -2.3% | +4.9% | +3.5% |
| 30D | -1.2% | -2.1% | +0.9% | -0.5% |
| 3M | -24.8% | +6.6% | -31.4% | -27.0% |
| 6M | -25.6% | -11.5% | -14.1% | -22.4% |
| YTD | -48.9% | -10.3% | -38.7% | -47.2% |
| 1Y | -38.8% | -14.4% | -24.4% | -35.6% |
| 3Y | -64.5% | -28.3% | -36.3% | -60.3% |
| 5Y | -62.4% | +1.7% | -64.1% | -63.9% |
| All | +50.2% | -50.2% | +100.4% | +58.3% |
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