+265.2%
SU vs STLA
+55.1%
+210.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.8% |
| 7D | +2.2% | -2.9% | +5.1% | +3.1% |
| 30D | +8.4% | +0.9% | +7.5% | +7.7% |
| 3M | +12.1% | -21.6% | +33.7% | +20.0% |
| 6M | +19.7% | -21.6% | +41.3% | +25.7% |
| YTD | +58.4% | -50.4% | +108.8% | +90.4% |
| 1Y | +67.2% | -43.6% | +110.8% | +88.8% |
| 3Y | +125.0% | -66.4% | +191.4% | +190.3% |
| 5Y | +355.1% | -62.3% | +417.4% | +434.2% |
| All | +265.2% | +55.1% | +210.1% | +162.5% |
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