+189.2%
TECH vs STLA
-3.1%
+192.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.1% | +1.6% |
| 7D | +0.2% | -13.1% | +13.3% | +3.7% |
| 30D | +0.5% | -13.3% | +13.8% | +3.6% |
| 3M | +1.0% | -27.9% | +28.8% | +8.4% |
| 6M | +54.1% | -47.8% | +101.9% | +78.9% |
| YTD | +24.4% | -64.6% | +88.9% | +57.4% |
| 1Y | +19.3% | -64.0% | +83.3% | +49.9% |
| 3Y | +28.5% | -76.8% | +105.4% | +75.7% |
| 5Y | -41.0% | -74.2% | +33.2% | -23.9% |
| All | +189.2% | -3.1% | +192.3% | +200.5% |
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