+463.1%
STM vs STLA
+0.5%
+462.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +5.4% |
| 7D | +1.4% | -11.6% | +13.1% | +8.6% |
| 30D | -8.4% | -6.2% | -2.2% | -6.2% |
| 3M | -15.8% | -24.6% | +8.8% | -4.3% |
| 6M | -22.8% | -44.9% | +22.1% | +4.1% |
| YTD | +79.4% | -62.3% | +141.6% | +187.0% |
| 1Y | +97.0% | -61.8% | +158.8% | +212.0% |
| 3Y | +14.2% | -75.3% | +89.5% | +125.0% |
| 5Y | -4.5% | -72.5% | +68.1% | +72.3% |
| 10Y | +463.1% | +0.8% | +462.3% | +530.5% |
| All | +463.1% | +0.5% | +462.6% | +530.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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