+3,667.8%
STRL vs STLA
+18.3%
+3,649.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -26.9% | -4.5% | -22.4% | -25.9% |
| 30D | -52.7% | -3.9% | -48.8% | -52.2% |
| 3M | -52.8% | -20.2% | -32.7% | -49.3% |
| 6M | -71.5% | -42.2% | -29.3% | -65.3% |
| YTD | -17.4% | -59.3% | +41.9% | +12.0% |
| 1Y | -35.0% | -56.1% | +21.1% | -15.1% |
| 3Y | +239.2% | -73.7% | +312.9% | +422.8% |
| 5Y | +830.2% | -70.3% | +900.5% | +1,202.4% |
| All | +3,667.8% | +18.3% | +3,649.5% | +3,298.5% |
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