-70.1%
STLA vs USFR
+21.3%
-91.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.4% | +0.1% | -6.4% | -6.3% |
| 30D | -1.3% | +0.4% | -1.7% | -1.0% |
| 3M | -19.9% | +1.1% | -21.0% | -19.2% |
| 6M | -42.9% | +2.0% | -44.9% | -42.1% |
| YTD | -59.4% | +3.4% | -62.8% | -59.0% |
| 1Y | -56.8% | +4.1% | -60.9% | -56.6% |
| 3Y | -73.1% | +14.3% | -87.4% | -75.8% |
| 5Y | -70.1% | +21.3% | -91.4% | -78.2% |
| All | -70.1% | +21.3% | -91.4% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling