+262.0%
STT vs STLA
+48.0%
+214.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.1% |
| 7D | +2.2% | +0.7% | +1.4% | +1.9% |
| 30D | +3.9% | -2.4% | +6.3% | +4.3% |
| 3M | +19.2% | -23.9% | +43.0% | +30.5% |
| 6M | +60.4% | -24.6% | +85.0% | +74.9% |
| YTD | +51.5% | -50.5% | +102.0% | +90.2% |
| 1Y | +76.3% | -39.8% | +116.1% | +100.9% |
| 3Y | +200.7% | -65.6% | +266.4% | +307.4% |
| 5Y | +157.5% | -62.1% | +219.6% | +222.0% |
| 10Y | +262.0% | +47.8% | +214.2% | +186.9% |
| All | +262.0% | +48.0% | +214.0% | +186.9% |
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