+3,676.0%
STX vs STLA
+48.0%
+3,628.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.5% | +7.4% |
| 7D | +10.7% | +0.7% | +10.0% | +10.4% |
| 30D | +11.3% | -2.4% | +13.6% | +11.5% |
| 3M | +3.2% | -23.9% | +27.1% | +10.9% |
| 6M | +157.0% | -24.6% | +181.6% | +175.4% |
| YTD | +229.2% | -50.5% | +279.7% | +293.0% |
| 1Y | +381.8% | -39.8% | +421.7% | +435.4% |
| 3Y | +1,383.2% | -65.6% | +1,448.8% | +1,789.9% |
| 5Y | +1,144.9% | -62.1% | +1,207.0% | +1,398.9% |
| 10Y | +3,676.0% | +47.8% | +3,628.3% | +3,211.0% |
| All | +3,676.0% | +48.0% | +3,628.0% | +3,211.0% |
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