+48.7%
STLA vs USFR
+28.0%
+20.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -5.2% | +0.3% | -5.5% | -5.3% |
| 3M | -24.9% | +1.0% | -25.8% | -25.2% |
| 6M | -25.2% | +1.9% | -27.1% | -26.0% |
| YTD | -51.4% | +2.7% | -54.1% | -52.2% |
| 1Y | -40.7% | +4.0% | -44.7% | -42.3% |
| 3Y | -66.3% | +14.0% | -80.3% | -69.8% |
| 5Y | -63.2% | +20.4% | -83.7% | -69.0% |
| 10Y | +48.7% | +28.0% | +20.7% | +7.5% |
| All | +48.7% | +28.0% | +20.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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