+1,998.3%
STRL vs STLA
+178.7%
+1,819.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.6% |
| 7D | -19.8% | -4.9% | -14.9% | -18.9% |
| 30D | -43.6% | -4.9% | -38.6% | -43.0% |
| 3M | -45.2% | -23.7% | -21.6% | -41.8% |
| 6M | -65.7% | -45.0% | -20.8% | -60.5% |
| YTD | -5.4% | -60.9% | +55.4% | +16.8% |
| 1Y | -24.7% | -58.9% | +34.2% | -8.5% |
| 3Y | +335.0% | -74.4% | +409.5% | +481.1% |
| 5Y | +915.3% | -71.5% | +986.8% | +1,194.0% |
| 10Y | +3,877.5% | +5.3% | +3,872.2% | +3,923.1% |
| All | +1,998.3% | +178.7% | +1,819.5% | +1,898.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling