+113.8%
SYY vs STLA
+55.1%
+58.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.5% |
| 7D | +3.9% | -2.9% | +6.8% | +4.7% |
| 30D | -1.7% | +0.9% | -2.7% | -2.3% |
| 3M | +5.2% | -21.6% | +26.8% | +11.4% |
| 6M | -0.2% | -21.6% | +21.4% | +4.7% |
| YTD | +15.4% | -50.4% | +65.8% | +35.3% |
| 1Y | +5.6% | -43.6% | +49.2% | +17.6% |
| 3Y | +28.9% | -66.4% | +95.3% | +60.1% |
| 5Y | +24.1% | -62.3% | +86.4% | +42.0% |
| All | +113.8% | +55.1% | +58.8% | +66.4% |
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