+63.6%
STLA vs USFR
+27.5%
+36.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -1.2% | +0.3% | -1.5% | -1.4% |
| 3M | -24.8% | +1.0% | -25.8% | -25.2% |
| 6M | -25.6% | +1.9% | -27.5% | -26.5% |
| YTD | -48.9% | +2.6% | -51.6% | -49.8% |
| 1Y | -38.8% | +4.0% | -42.8% | -40.3% |
| 3Y | -64.5% | +14.1% | -78.6% | -67.7% |
| 5Y | -62.4% | +20.4% | -82.8% | -67.1% |
| 10Y | +55.4% | +28.0% | +27.4% | +29.8% |
| All | +63.6% | +27.5% | +36.0% | +33.7% |
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