+355.7%
SU vs STLA
-63.7%
+419.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -3.8% | +5.5% | +2.3% |
| 30D | +9.6% | -3.1% | +12.7% | +10.0% |
| 3M | +11.7% | -19.6% | +31.4% | +15.5% |
| 6M | +21.9% | -23.5% | +45.4% | +25.7% |
| YTD | +58.6% | -51.5% | +110.2% | +78.1% |
| 1Y | +66.5% | -39.7% | +106.2% | +75.1% |
| 3Y | +121.4% | -66.3% | +187.7% | +158.6% |
| 5Y | +355.7% | -63.1% | +418.9% | +404.7% |
| All | +355.7% | -63.7% | +419.4% | +404.7% |
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