+50.9%
STLA vs VYM
+209.2%
-158.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.3% |
| 7D | -2.9% | -0.8% | -2.1% | -1.8% |
| 30D | +0.9% | -2.2% | +3.2% | +4.3% |
| 3M | -21.6% | +3.1% | -24.7% | -24.9% |
| 6M | -21.6% | +9.7% | -31.3% | -31.0% |
| YTD | -50.4% | +14.9% | -65.3% | -59.5% |
| 1Y | -43.6% | +17.6% | -61.1% | -55.2% |
| 3Y | -66.4% | +65.3% | -131.7% | -82.9% |
| 5Y | -62.3% | +78.7% | -141.0% | -82.3% |
| All | +50.9% | +209.2% | -158.2% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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