+20.9%
STLA vs USFR
+28.6%
-7.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -11.6% | +0.1% | -11.7% | -11.7% |
| 30D | -6.2% | +0.4% | -6.5% | -6.4% |
| 3M | -24.6% | +1.1% | -25.7% | -25.1% |
| 6M | -44.9% | +2.1% | -47.0% | -45.6% |
| YTD | -62.3% | +3.4% | -65.7% | -63.1% |
| 1Y | -61.8% | +4.1% | -65.9% | -62.8% |
| 3Y | -75.3% | +14.4% | -89.7% | -77.5% |
| 5Y | -72.5% | +21.4% | -94.0% | -76.0% |
| 10Y | +0.8% | +28.5% | -27.8% | -16.0% |
| All | +20.9% | +28.6% | -7.7% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling