+3,425.3%
STRL vs STLA
+263.8%
+3,161.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.4% |
| 7D | +3.4% | +2.6% | +0.8% | +2.7% |
| 30D | -9.2% | -1.2% | -8.0% | -9.3% |
| 3M | -51.0% | -24.8% | -26.3% | -47.6% |
| 6M | +15.8% | -25.6% | +41.3% | +24.5% |
| YTD | +58.9% | -48.9% | +107.8% | +84.3% |
| 1Y | +68.5% | -38.8% | +107.3% | +85.9% |
| 3Y | +485.2% | -64.5% | +549.8% | +623.4% |
| 5Y | +2,005.1% | -62.4% | +2,067.5% | +2,412.8% |
| 10Y | +7,118.0% | +55.4% | +7,062.6% | +6,670.5% |
| All | +3,425.3% | +263.8% | +3,161.5% | +3,055.4% |
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