+2,071.0%
STX vs STLA
+21.0%
+2,050.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +10.0% | +9.9% |
| 7D | -14.8% | -6.4% | -8.4% | -13.1% |
| 30D | -35.4% | -1.3% | -34.0% | -35.3% |
| 3M | -37.7% | -19.9% | -17.7% | -34.2% |
| 6M | -35.2% | -42.9% | +7.7% | -24.7% |
| YTD | +84.4% | -59.4% | +143.8% | +132.2% |
| 1Y | +82.3% | -56.8% | +139.1% | +124.5% |
| 3Y | +646.2% | -73.1% | +719.3% | +920.9% |
| 5Y | +487.4% | -70.1% | +557.5% | +654.5% |
| 10Y | +2,071.0% | +19.8% | +2,051.3% | +2,101.8% |
| All | +2,071.0% | +21.0% | +2,050.0% | +2,101.8% |
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