+65.3%
T vs STLA
+48.0%
+17.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.2% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | +7.6% | -2.4% | +10.0% | +7.8% |
| 3M | +15.3% | -23.9% | +39.2% | +19.7% |
| 6M | -8.5% | -24.6% | +16.1% | -5.3% |
| YTD | +6.8% | -50.5% | +57.3% | +17.5% |
| 1Y | -7.2% | -39.8% | +32.6% | -2.1% |
| 3Y | +108.2% | -65.6% | +173.9% | +136.2% |
| 5Y | +66.1% | -62.1% | +128.1% | +79.5% |
| 10Y | +65.3% | +47.8% | +17.5% | +43.0% |
| All | +65.3% | +48.0% | +17.3% | +43.0% |
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