+154.5%
STT vs STLA
-62.4%
+216.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.3% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | +20.0% | -24.8% | +44.7% | +30.0% |
| 6M | +55.3% | -25.6% | +80.9% | +67.9% |
| YTD | +53.3% | -48.9% | +102.3% | +84.7% |
| 1Y | +74.7% | -38.8% | +113.5% | +93.8% |
| 3Y | +205.8% | -64.5% | +270.4% | +291.5% |
| All | +154.5% | -62.4% | +216.8% | +192.9% |
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 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