+942.9%
STRL vs STLA
-74.2%
+1,017.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.3% | +1.2% |
| 7D | +23.4% | -13.1% | +36.5% | +28.8% |
| 30D | -39.5% | -13.3% | -26.3% | -37.1% |
| 3M | -45.1% | -27.9% | -17.2% | -39.9% |
| 6M | -64.6% | -47.8% | -16.7% | -56.9% |
| YTD | -1.5% | -64.6% | +63.0% | +32.8% |
| 1Y | -20.8% | -64.0% | +43.2% | +5.8% |
| 3Y | +353.1% | -76.8% | +430.0% | +581.1% |
| 5Y | +942.9% | -74.2% | +1,017.0% | +1,353.6% |
| All | +942.9% | -74.2% | +1,017.0% | +1,353.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling