+201.0%
STT vs STLA
+21.0%
+180.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +0.9% | -6.4% | +7.3% | +3.4% |
| 30D | -2.3% | -1.3% | -1.0% | -2.3% |
| 3M | -7.0% | -19.9% | +12.9% | -0.3% |
| 6M | +15.5% | -42.9% | +58.4% | +39.4% |
| YTD | +35.6% | -59.4% | +95.0% | +82.0% |
| 1Y | +47.9% | -56.8% | +104.7% | +92.4% |
| 3Y | +181.1% | -73.1% | +254.1% | +317.3% |
| 5Y | +108.2% | -70.1% | +178.3% | +183.6% |
| 10Y | +201.0% | +19.8% | +181.2% | +164.0% |
| All | +201.0% | +21.0% | +180.0% | +164.0% |
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